Mine does it too and I actually have 2 theories on this issue.
One: It is a software issue and is only showing low bar when in fact we are receiving full signal. This is similar to the theory that many have had about the battery before the Dec 11th update. What you are seeing isn't exactly what you are getting in other words. Annoying and stupid, but not really a major issue.
Two: It is some sort of resource management in the Android OS or in Sense UI. The radio in the phone doesn't try to really gain its best signal until the actual phone is being placed into use. This would be for battery preservation as well as ram/processor resource control.
Like I said, just theories really.