N-terminal signal sequences are usually removed during translocation of the protein into the periplasm by signal peptidases. From which organism is your protein? It could happen, that the native signal peptide is not recognized by the E. coli translocation machinery (SecYEG, SRP) and the protein stays in the cytoplasm. Signal peptides often render their proteins unsoluble or the protein folding is inhibited.
When your protein expresses well w/o the signal peptide, then you can consider yourself a happy person and stop working with the full-length protein - or is there a special reason, why you want to work with the full-length protein?