As Ted Bunn said, the linear concentration profile is only a steady state if there is a steady inflow at one end and a steady outflow at the other. This net flow is what preserves the concentration gradient.
With the "closed box" boundary condition instead, there is indeed an error in your reasoning because the linear profile is no longer a steady state. So, to make things explicit, you should have instead:
$$\left.J(x)\right|_{t=0} = m$$
$$\left.\frac{\partial\psi}{\partial t}\right|_{t=0} = 0$$
for all x in the interior of the box.
However, these results do not imply that $\psi(x)$ is always constant. At time $t=0$, there is a constant flow from left to right, but because the box is closed this means that the concentration at the left edge of the box is decreasing and the concentration at the right edge is increasing (even though it hasn't yet begun to change anywhere in the interior - If you want, you can say that $\partial\psi/\partial t(t=0)$ has the form of two Dirac delta functions).
The only way I know to get the full solution is expanding in a Fourier series. For concreteness, say the box extends from $x=-1/2$ to $x=1/2$. The correct basis of eigenfunctions to use for this boundary condition contains functions whose derivative is zero at the edges of the box, namely $\sin(n \pi x)$ for odd n and $\cos(n \pi x)$ for even n. Since the initial condition is an odd function, the cosines don't appear. Also, for convenience, set the initial slope equal to $\pi^2/4$.
$$\psi(x,t=0) = \frac{\pi^2}{8} - \frac{\pi^2}{4} x = \frac{\pi^2}{8} - \sum_{n\text{ odd}} \frac{\sin(n\pi x)}{n^2}$$
(where the last equality is from the well-known Fourier series of a triangle wave)
$$\psi(x,t) = \frac{\pi^2}{8} - \sum_{n\text{ odd}} \frac{\sin(n\pi x)}{n^2} e^{-nt/\tau}$$
where $\tau$ is a time scale that depends on the diffusion constant and dimensions (if you want, I can work out what it actually is, but it's irrelevant for the discussion).
If you plot this function at different $t$ values increasing from zero, you can clearly see that the concentration is becoming smoothed out and tending toward a uniform concentration of the average value, $\pi^2/8$.
Thus, even though at $t = 0$ it seems like the concentration isn't changing anywhere ($\partial\psi/\partial t$ = 0), it immediately begins changing, and diffusion does eventually lead to a uniform concentration.
Here are some plots I made, using terms through $n=15$:
