Personally, I can't imagine why he would throw one, so a priori it seems like an unlikely gesture, though I admit it's strange what he does in the video I saw.
The most awkward part of it is the beginning of the gesture where he clutches his chest like he's having a heart attack. I've tried searching for what a sieg heil actually looks like and had a hard time finding videos on YouTube, but I don't think grabbing the chest is part of it, right? Can someone clarify what the gesture really is? The couple I saw from Hitler were just a swift raising of the hand from the waist.