It seems odd that, all of a sudden, multiple strings would bind at the nut. You mention that the guitar was just set up with light strings. What was on it previously? Different gauge? Different brand?
In my experience, strings that bind at the nut will make an audible popping sound when they finally release, and the pitch will change -- if you're tightening the string. I'm wondering if that's what's happening on your guitar. The fix that has worked for me is to remove the strings, then take a pencil and "draw" inside the nut slot so that the string will glide over the slippery graphite. I use a very thin-leaded mechanical pencil for this (making sure I apply graphite to the bottom and sides of the slot), and I apply this technique to every guitar, in every nut slot, every time I clean the fretboard during a string change.
If the above fix doesn't solve the problem, normally I'd recommend whipping out a pice of sandpaper and widening the slots a micro-hair (that's the technical term). But your issue occurred after a professional setup, so I'd likely take the guitar back to the shop that worked on it, and explain the issue to them. They'll likely fix the problem at no charge.
