amirs9,
To restate what others have posted;
The MMs job is to make liquidity happen, to do that sometimes it is necessary to "shake the tree" a little by shorting it. I believe only MMs can really do that, and with so many in attendance, they have to play fair.
So the shorting numbers from FINRA reflect how much that was done on a particular day, but doesn't mean the shorts were held through the session.
Clear?
GLTA