Mine does this as well, did with the stock shocks/MCG coils and still does it now with BT adjustable strut/BT coil. It seems to be worse the farther out of alignment the truck is, but for now I'm just living with it.

 

If it truly is just bump steer, is it the awkward angle the tie rods/ends are on? I wouldn't think that would make a big difference, but then again I'm not an expert either.

 

yes, most likely from the awkward tierod angle over factory. One of those things you'll most likely have to deal with. The 99-07's had pretty bad bumpsteer also