Frequency response creates non-causal impulse response
I am familiar with similar phenomena. During measurements with usage of sweep-sine, when you convolve your signal with inverse filter you are obtaining your IR. Although if you consider perfect case of convolving your original sweep $x(t)$ with the inverse filter $f(t)$, then you should get perfect Kronecker delta. Unfortunately what you will get is an impulse with pre and post-ringing:

One way to minimise this effect is to use so called Kirkeby Algorithm, described here by A.Farina (my guru of acoustic measurements): Advancements in Impulse Response Measurements by Sine Sweeps. I am sure will find it quite fascinating.

One last tittle-tattle:


  Commonsense suggests to me that it should have a very sharp attack as the main wave hits followed by diminishing ripples corresponding to echoes.


You are definitely right, although in real world measurements it is possible to have preceding spike before main impulse in some cases. For example if you place your source close to the wall, then wave from speaker will excite mechanical wave in a wall and wave will propagate in the material with speed of sound much higher than in case of air. Nextly wall will emit acoustic wave that will be captured by your microphone.