Assuming the arm bearings are perf, what you're seeing is bearing 'stiction' -- sticky friction. A tiny bit of lube on the Shure gauge's pins ("bearings" in the loosest sense) will help. I can't recall what I used -- Pedro's Syn Bike Bearing lube, VPI bearing lube, WD-40... but it really helps.
You might also try polishing the pins a tiny bit with some ultra-fine wet/dry paper, but I'd pass on my own advice. 'Cuz you might wreck the roundness (sphericity?) of the pins, or even much, much worse: get caught doing it.
You might also try polishing the pins a tiny bit with some ultra-fine wet/dry paper, but I'd pass on my own advice. 'Cuz you might wreck the roundness (sphericity?) of the pins, or even much, much worse: get caught doing it.