Here might be why
I know it's 6 months old thread but here is what I learned:
I had same "issue" with my 00 Pathfinder. It drove me crazy, causing me almost selling the Finder. Even dealer couldn't tell me what's "wrong". They put in on computer, drove it cold, everything seemed to be working fine.
Then, I digged up an info, that every Pathfinder is doing this (not locking convertor) until engine and tranny has correct temperature for "higher shift" thus protecting cold engine from working too hard in low RPMs.
I noticed on my wife's 01 Accord, that it hesitates to upshift when cold. Takes higher RPM & speed to get it to higher gear.
I noticed same on my 04 & 07 4Runners.
So my assumption is that this is simply design to allow cold engine work efficiently until it warms up to proper temperature.
I might be wrong though ;-)