There has to be fuel entering the combustion chamber at all time, otherwise, you would have to re-start the engine after coasting.
No fuel=no engine running. The engine can run on the car enertia but the engine would then operate as a brake (Compression)
Proof: Coast down from say 40mph to 0mph, the engine is still running after you stopped. This means that the engine got fuel to keep running, from 40mph to 0mph..
This is true, being in gear or not.