I think your mistaken about where the origination of the puff came from, The puff of "steam" was the testing of the window bleed air. A handle located on the Capt's left above the briefcase area and F/O's right above the briefcase area can be locked in the on position and is loaded to the closed position. In cold or humid conditions this will look like a huge puff of steam that shoots back and sometimes depending on your position will appear to originate behind the windows.
This system is tied directly into the Main Bleed Line that extends below the "tunnel" and feed from the engines or ground pneumatic sources. Depending on the After Start checklist at UPS this may not have to be checked. If it is part of the checklist the reason why you never seen it tested is easy to explain. Crew members will only crack the valve and not turn it all the way, essentially testing the system but you will not get the puff.