Probably emissions related. The emission devices are required to record
every engine mis-fire. A mis-fire (or backfire) is common when shifting
(rember older cars that did this). Since this would turn on the check
engine light (required to do so by law when an engine misfores) I bet manufactures had to be real careful about designing engine management systems that avoid backfires. Holding the throttle open probably helps to prevent a backfire with a manual transmission.

By the way, my 98 T5M does this too (but I never really noticed until
others posted here with your same observations). I guess it is "normal".

P.S. Your car should have had a new timing belt put in at 70K. Thats
an important service and should not be skipped. Just mentioning it
since you said it was "new" and if someone was selling a car with around
70K they might skip that service. A sticker is placed on the engines timing
cover (on passenger side) recording milage when the belt is changed.