LOL. Sif.

It won't be your shifter; I wouldn't advise dousing it in WD40 just yet...

It's just a case of more friction in your cable than the derailleur's return spring can overcome. You can verify this by turning the bike upside down or putting it on a stand and shifting through the gears while assisting the derailleur's return action.

I find it it a bit annoying how weak this spring is; I'd be happy to put up with a bit more shifting effort to enjoy a far less fussy system... some Shimano derailleurs used to have a preload adjustment on that spring, but it's fairly rare...

And if it was possible to actually get the parallelogram apart, you could tweak it as strong as you liked, but no go there...

Given you have Ultegra, I'm assuming you have quality cables, so before replacing your rear one and using the old one for the front, I'd make sure it's not kinked, clean and lubricated, and your housings are the right length to minimise bends.