Hi Gusse,
No it's not really. All writes to a port are performed as a read-modify-write operation. When you do a byte write the port is read, the new value is written to the internal register and then written to the actual port.
When you do a bit level write the port is read, the bit in question set/reset and then the byte is written back to the port. (This is how the PIC works at the hardware level.)

When you do several concecutive bit operations like you're doing there is a possibillity that the actul voltage at "previous" pin hasn't actually reached the threshold voltage for the logic level that previous command set it to. So when the PIC performs the read it actually reads a high even though the previous command set it low. And because it reads a high that is what get written back to port.

If you'd perform several concecutive byte writes to the port it's likely you'll see the same effect.

Now, in your case I can't say for sure that RMW is the problem but since you've verified the pin DOES toggle between low and "off" (high impedence) when you do a write to the full port it does sound like it.

/Henrik.