Two ways to stop the spraying, keep the hose nozzle open when closing the spigot or wrap a rag around the vacuum breaker. I've done both. The spraying occurs because the pressure in the hose is higher than the atmospheric part of the vacuum breaker.
One purpose of the vacuum breaker is when a water is running through the hose without a nozzle and it's laying on the ground where the water is puddling. If the pressure feeding the spigot suddenly drops (toilet is flushed) water can then be sucked back into the home. The vacuum breaker prevents this from happening. It would be rare for a home on city water but a home with a well system could occur.
Threaded on vacuum breaker all all the same and mostly likely manufactured in an Asia country. If you want a better way, you'll need to install one at each spigot that will require a plumber if you don't have the skill and you're re not in a freeze zone. Or others suggested, frost proof spigots have built in ones.