ssGSEA scores correlate with the number of gene counts, should I be worried?

I performed a Pearson correlation between the ssGSEA scores for all the 50 Hallmark pathways and the number of gene counts in my data.
I noticed that most hallmark ssGSEA scores correlate with the number of gene counts.

Is there any biological reason why such correlation exists? or is it a pure technical artifact?
I also noticed that a more stringent nCount filtering cut-off leads to less correlation between the nCount and pathway scores.

Note: A +/- 0.3 Pearson correlation coefficient cut-off splits red and blue points.