Why is my espresso salty?
It could simply be that it's a gustatory illusion!  See my answer to this related question for more explanation.

Edit:

Here is a summary of the relevant information (if you don't want to follow the links):

Human taste receptors don't simply react to how much actual salt there is in a food or drink; our perceived tastes are a fusion of both our gustatory and olfactory senses.  In other words, the smell of a food or drink can affect how it tastes!

There are numerous studies that suggest foods with certain odors can be perceived as much saltier than they actually are.  Coffee has a good amount of oil, there's even more fat if you add cream, and other studies suggest that high fat foods can also increase perceived saltiness.