I have the same experience, I think it's something to do with hill-start assist (the brakes stay on when you release the pedal for up to 2.5 seconds or something). Even if I'm not on much of a hill at all I feel them stick sometimes, so if I want that fast start, I'll release pressure on the brake pedal just enough to stop it creeping as you also do.
Quick question DSG owners with steering wheel paddles: What mode do you find yourself using most often, D, M, or S? Ever since I've retrofitted the steering wheel with shifters, I tend to use Manual mode a lot more now - almost on every drive. I'll only chuck it back into D for stop/start driving.