Thank you for the replies.
I've now stripped all of the strings off, looked carefully at the entire assembly and I don't see any points where there are any touching which can cause friction. The friction thing does make logical sense to me though.
With "the guitar is new" I meant I bought it brand new from box to me so it hasn't been in anyone else's hands who could've done something they shouldn't have. I've had it for about a year and it's been doing it since day-1 (but I thought in the past "it's just me being pedantic" but now it is officially starting to annoy me and it seems it isn't normal for it to be like that).
The two things that I have noticed that I think might contribute to the problem are these:
1. The two posts pivot posts of the bridge seems to be stepped. They are definitely not smooth.
VERY not smooth. I almost find this hard to believe that it wasn't machined with this intention. Can this be it?
You can see a picture of that here:
2. The bridge is parallel to the body of the guitar but it seems that on the upper strings (pitch-wise) it is resting slightly deeper into the body than the lower strings (pitch wise). Is this normal?
Thanks for all the help