Thanks for the picture. I think it is just doing what comes naturally, although being close to the fence/wall may be exaggerating it somewhat because plants usually lean away from structures also. I would not prune it other than dead wood because in my experience it makes it worse. I would just deadhead it and leave it at that. If it bothers you that it flops then maybe make it some kind of support along the lines of a peony cage for next year.
