If moving the high/low selector into neutral during warm-up stops the rocking then I'd call that a win.
It's supposed to be cold enough here in NS tomorrow to give it a try.
I've got 2 friends with hydraulic shuttle shift tractors, one is a MF 3645, the other is a 60 series Deere. Neither do what you've described, cold weather or not, so it's a Kubota kinda phenomenon.
A third friend has, or had, a big Kubota, might have been a 135, and he's never mentioned it. Then again, I haven't asked the question either.
Odd that it does it with the main tranny in neutral. Thinking about it, the gears in the tranny are still spinning on their shafts, just not engaged. The viscosity of the cold oil would make it act like a torque converter, as MHarryE suggested a while back.
The high/low selector might have enough clearance between the gears that it "disconnects" the tendency to keep things spinning in close proximity.
The fact that it goes away when it's warm lends weight to that theory too.
If I'm chatting with the local dealer (Nova International outside Windsor) I'll ask if they've seen this before. They see more than a few agricultural size tractors, so the larger customer sample might have more results. I don't see them often, the 3400 has been good other than routine maintenance.
I'll ask the friend with the big Kubota if he's experienced this the next time I see him.