I've had two 156 v6 2.5 cars and both of them hold the revs on gear change. I think it's just the way they are programmed. You may also notice that when you take your foot off the accelerator the engine doesn't cut fuel straight away, you can feel when the fuel gets cut because the increased engine breaking on the car is noticable. Try this in second gear to see what I mean. Wind up some speed in second gear, hld te speed steady and then rlease the throttle. You'll get a little bit of engine breaking to start with and then you'll get a second dollop as the feul is cut further.
I actually like this "feature" since it makes the car less jerky. By comparison I've driven a 200sx which has a very sharp throttle. Taking my foot off the accelerator sent a judder down the whole car each time. Very disconcerting. Actually, cars with sharp throttle response are a pain in the **** to drive.