This is not a problem. The slight lurch is the park mechanism engaging the transmission pawl...which is kind of a notch that has to be found depending on the orientation of the pawl. So there is a little bit or travel before "park" engages, hence the "lurch" you describe.
All of my MBs do this...even my wife complains about this "feature"!
2009 ML350 (84K) - Family vehicle
2001 CLK430 Cabriolet (71K) - Wife's car
2005 BMW 645CI (124K) - My daily driver
2012 Mustang V6 (60K) - Daughter's car