I'm going to be different and suggest that you do pull the sewn piece - to the back, not the side. But not too hard, you don't want to hit the needle plate, Just keep the threads firm. I run the machine for several inches this way, otherwise without any fabric and no tension behind, the needle going down tends to pull the threads back under the plate. If you begin sewing 1/4' into the fabric without holding the threads tight, do you notice the ends have knotted on the reverse side?
Just a suggestion, it works for me, and I find those couple of extra stitches helps prevent the cut ends from unravelling.