This is called "laddering." It happens whenever you knit with dpns. Depending on the stitch and your tension, it sometimes is more noticeable than others.
You can minimize it by shifting your stitches every couple of rounds (i.e. move a couple stitchs to the next needle) so that the holes aren't in the same place every round. This will make it less moticeable.
More good news: it will also be less noticeable after you block/wash your socks.