Hi Bonso, It may just be because the revs are too low after the gearchange, so you've dropped into a low torque area. Also, you'll get a fair amount of turbo lag after changing gear if you change that early. Unless I am foloowing some slow traffic, I will change up at anything between 3000 and 4500rpm, depending on how much of a hurry I am in. The engine then drops straight back into the powerband and turbo lag is almost undetectable.
Believe it or not, it will be more economical to use more of the rev range when accelerating, as you are getting closer to the engine's more economical torque peak, as long as you change up when at your desired speed.