Capacitive coupling (or similar electromagnetic voodoo) inducing a voltage on the wiring downstream of the switch, with just enough oomph behind it to make the CFL electronics sort of start working a bit. The next stage of this phenomenon is full-brightness flickers at random infrequent intervals, classically observed with an electronic (timer, motion/light sensor, whatever) or illuminated switch that leaks a bit of current through the load when off in order to power itself (because in the UK there isn't usually a neutral wire available at light switch positions).
It *might* be symptomatic of a wiring fault, but is probably harmless.
