Ford automatics have always been that way. I only have 1, 2, D on my 2001 F350 and an Overdrive button on the end of the gear shift. If you put it in anything other than D, that is the gear you will start in.
Most people never realize it because the torque converter will not lock until you have enough speed. When the torque converter is not locked, it generates a lot of heat. On the 4R100 auto, I am not positive, but it appears to me that it never locks the torque converter when in 1st or 2nd. It is not often I need to use 2nd pulling a hill, but we go to Grindstone often, and there is one big hill with lots of 20-35MPH curves going up the 6% grade for about 5 miles. If fact going down the same hill before the exhaust brake, in 2nd gear, I had to apply brakes just to get the RPM back down, since it was almost at red line.
Don't know about new Ford Automatics, but my 4R100 automatic wants unlock torque converter when you take your foot of the gas. Since I had a BD Exhaust Brake installed, you also have to have a AutoLoc box installed which keeps the torque converter locked up until the speed drops below 28 MPH, when the exhaust brake is on. Without AutoLoc the exhaust brake will build up a lot heat because the torque converter is unlocked;
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