You're not the only one! I didn't really think about it 'till I saw some long-nosed variants, but I actually do something a bit weird there. My secret is that I barely stuff the nose at all, because then I can move it around after I've sewn the neck/ears on in case it's not quite the way I want it. You might also try adding a little stitch to sew the nose closer to the rest of the head: I often use the tail as a stitch marker and don't bother to pull it out because it gets hidden by the neck, so the nose gets pulled in at the bottom.