Why is it that whenever I orgasm, I feel like urinating(and sometimes I do), but other times I feel like I have the urge as though I am about to come, but don't have any cum?

Also, another question I had was why sometimes depending on the situation, I would cum and other times I wouldn't? Does it depend on the situation itself(for example grinding up against someone v.s masturbation?) Is there a problem or is this normal? Thanks!