Yes, with DSG the car will remain stopped, in gear, with autohold engaged (green light on dash), until you press the accelerator. Not tried the scenario described, but feel sure that it shouldn't happen, as the OP experienced it. As monkeyhanger states, when and why have you pressed the Autohold switch?
Autohold is engaged when the Autohold switch is illuminated. To turn it OFF, press the switch until the light goes out. With Autohold engaged, when you come to a braked stop, Autohold will keep the brake on and you will see a green light in the dash. At this point you can take your foot off the brake and the car will remain stationary, with the brake on, until you press the accelerator. As far as I know, the engine stopping and starting, due to stop/start operating, should not affect this. I will attempt to repeat your experience, but I am pretty confident that the system works from a switch on the accelerator, not just engine speed.
I have made a concious decision, since getting my DSG car, to keep my foot on the footbrake, in this situation, as you only have to touch the accelerator for the car to move off, which, in a tight queue, could be disaster.