Bolt jumps a bit when dry firing, not to point of unlocking but with rifle cocked there's a bit of vertical play before it actually begins to unlock; Is this normal for this gun ? Sorry been a while since owned a bolt gun LOL.
I would think that without a snap cap or spent case (or live round) in the chamber there would be less pressure against the bolt since there is a gap where there is normally the back end of a case. That could result in some play in the bolt which could result in some movement of the bolt when the pin is released. Rimmed vs rimless might make a difference and the type of locking mechanism might also make a difference. I have only one bolt action firearm at the moment ( a Mosin Nagant ) and I haven't looked at it for this behavior ( yet ) so I am speculating here that it may be perfectly normal and may be vary from model to model. I cannot say whether or not it is normal or not for any particular model without further investigation.
There's no lug pressure when there isn't a case in the chamber, and the pressure on the bolt in the raceway changes when the striker is released by the trigger. Even with snap caps, it's often not a tight enough fit in the chamber to prevent that little "jump".
If you were firing a live round, the chamber pressure would thrust the bolt locking lugs back against the receiver and that slip wouldn't be possible. Rimless, semi-rimmed, or rimmed cartridge doesn't matter.