My Saeco Via Venezia always does this. I just figured it was because it is a thermostat driven machine so the temperature can spike up to boiling temperature sometimes, so this creates steam and it has to go somewhere, whether it forces water back down the inlet piping and the steam occupies a tiny space in the boiler which then purges initially when the group is opened.
Maybe it's not meant to do this and something's wrong. By this logic, perhaps your thermostat isn't switching off soon enough and is causing some steam to be created in the boiler when it shouldn't be? I'm not sure, still quite new to small boiler machines.