The hose for the hand held unit probably has a couple of water flow restrictors in the connectors. This would cause a lot more back pressure than just a shower head. And, this would then leak out through the valve stem. You can either try to knock out the flow restrictors in the hose or tighten the packing around the valve stem. I would have to see the valve to tell you how to do that. But, if there's a big nut on the top of the valve body where the stem comes through, try tightening that (righty-tighty, lefty-loosey).
BTW - If you knock out the flow restrictors, you'll have a lot more water pressure at the hand-held unit. That might be better whether or not you tighten the valve packing, too.