I carry a valve tool on rides/to races. It's light, compact and a lifesaver. I'd try tightening up the valve core as much as possible (without shearing the valve off the tube) and trying again. Also, if your valve is particularly old or maybe grimy, it could have grit lodged in it that keeps it from "closing" all the way?? Though that seems unlikely in this case. Curious as well. If the tube ends up with a slow leak, you can throw in some orange sealant and it should take care that.