I believe it has something to do with an upgrade on one of your equipped weapons. It's called knee pads. I got a random 77 Wizard with the perk and noticed the same thing once I unlocked the upgrade. Tested it out and finally figured out that the ability will also have you leave a kind of trail behind you. You can also notice it when your sprinting in first person because you kind of glow too, just look at your hands.
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Aha! My shotgun has it.
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A blade dancer ability does that too
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I'm a Warlock