Spinedoc:
It is supposed to do that. It shifts at @ 3200 rpm into 3rd until it warms up. It's an emissions thing - if you do a search you'll find several strings on this topic (one of which I started several years ago) by folks who understand this a lot better than me.

Let it warm up a bit and don't run it hard until it warms up. (Although here in Fort Worth we don't get that cold)

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'97 E320 Black Opal
'86 300E Smoke Silver / Burgundy (retired at 198K)
'63 Austin Healey 3000 Mk II (BJ7) (reluctantly retired)