I'm having the same problem with my Alivio shifters, only with the front derailleur. I'm guessing something's wrong with the return spring (I still haven't gotten mine working). It has been suggested that shooting some tri-flow into the shifter might help, but it didn't help mine. I suppose it could be adjustment of the derailleur, but the shifting works flawlessly - I just have to push the shifter back to its starting position manually.

Hopefully somebody has some idea how to fix it. The shifter still seems to work fine...but it still bothers me! Haha