The next time at the range, fire your first shot off target, so that the first shot you take ON TARGET has been loaded by gun action. Then, see if there's a difference with those first shots going astray...
With some guns, it does seem to make a difference, and as one or two have noted, manually loading the first round doesn't cause the barrel to lock up the same as one loaded by firing a prior shot. It may depend on just how well-fit and tight the gun is... with really well-fitted guns showing less variance.
The DA/SA transition also throws some folks off, but that clearly isn't the case with an M&P .40.