The EXUP on a WR-250R or WR-250X only closes (or partially closes) for brief periods at certain throttle positions and/or engine loads, as if it's more about cutting noise for EPA sound regulations, which, today, are rediculously tight.
Just look at all of the foam stuck to the plastic side panels, which is there to deaden sound.
Same for the rubber cushions on the spprocket(s).
Myself, I'd go with an FMF Q4 muffler.
It's a good compromise between the plugged-up stock muffler and (what I am assuming to be the case) that tiny and noisy Staintune muffler you were using.
I dislike loud bikes, myself, and even I use the FMF Q4 mufflers (on several bikes).