I have not experienced that myself. But keep in mind, when you are switching from Auto to Sport, it is changing the 4WD setup (Sport puts more torque to your rear wheels).
If you are parked in some manner that may have a small amount of binding in the 4WD system (such as turning a tight corner at a drive-thru), then this could be released when you change modes, hence a 'bump.'
For more info, see this Case tech info posted by xj31 a while back. It explained a 'bump' at engine start, but sounds like it could be related.
Jerking motion upon engine start? Easy fellas
Bottom line if it was my Jeep: no panic, just see if it happens again and be aware of the circumstances leading up to it. If it persists and still bothers you, dealer time.