It's not just your car. My '99 Mercury Sable (Ford Taurus) with automatic transmission does the same thing. Even worse, when shifting from overdrive to neutral the rpms increase to what they would be if I were just in drive! I haven't hooked my ScanGauge up to see the actual effects on fuel consumption. I think it's just a characteristic of the transmission, but I don't know why it's built that way.
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