Mine moves fine under these conditions.
Mine does the exact same thing, always assumed it was normal.Gear changes are smooth and with 1st gear engaged and the clutch depressed the bike does not move.
That makes a lot of sense, it also explains the jerk I feel when I turn the engine on with 1st gear engaged.I think you might find that it is simply the clutch plates 'sticking' together after a ride. As you can all imagine they get incredibly hot and if you turn the bike off and leave it in gear they heat weld together slightly. Therefore when you come along and and pull the clutch in releasing the pressure plate, the clutch plates don't separate until a little force is applied ie either rocking the bike forward or backwards, or if it's running the torque of engine does it.
Try leaving your in neutral after a ride and you will see what I mean.