Probably your usual case of metal expanding when hot and contracting when cold (steam valve). No drips when warmed up because the valve and associated gaskets seal themselves.
Mine does exactly the same thing. Important thing to remember when turning your Silvia on is to just tighten the steam knob a bit. Just so it firms.
Mine will let out a drip or two five minutes or so after switching on. Youll also notice that the knob will turn freely clockwise just a touch when cold.
Nothing to really worry about. Just remember not to over tighten the knob or youll wear the seals. :)