Now, don't do this at home...
But I had a Honda spree scooter when I was in university, I noticed the same thing. In order to prolong the fun, I used to fill up the muffler a little bit, well okay allot with non flammable parts washing solvent. Man, the trail of smoke, it was as awesome as pouring Marvel mystery oil down a carb.
My brother's friend's grandpa, who was also famous for his horseradish sauce, always maintained that if a little oil could preserve the muffler, then coating the inside with grease would be helpful. In fact, he used to cut a square access hatch in his muffler, so he could put new grease in every once and a while. For some reason the grease would "get used up" after a while. You could see him coming across the prairie for miles.
Good times.