Ok guys, I have conflicting report here. I contacted shure.de, which engineers apparently claim "this is normal behaviour", however believable it is (???), while shure US said, the earphones should not produce any sound whatsoever, aside from the music itself.
I also make it hard to believe that, as those engineers claim "this is a normal behavior for this part of the cable as it is not supposed to be moved but safely rest behind the ears". The reason I find it hard to believe is that a 6x cheaper set of shure I owned for 2 years prior (Shure SE215) did not have this problem at all. Secondly, I do nothing extreme with these earphones. In fact I'm pretty pedantic person, and I care a lot about things I buy. If I wear earphones, I move my head 30 degrees to the left, and right back and forth, and I hear "clicking sound" everytime I do it, surely this is not normal for 500$+ earphones, right?
Please guys, confirm, that your set of shure se535 does not present such a behaviour.