Completely normal in colder weather, has been for several generations of autoboxes.
For the ZF 6-speed...
The warming-up program is activated after each engine start with the engine temperature lower than approx. 60°C. Up to a certain temperature, the automatic transmission remains in the output-orientated maps XE and XS during the warming-up program. Gear changes are only effected at higher engine speeds. This enables the engine and the catalytic converter to reach their operating temperatures more quickly.
Up to a transmission oil temperature of approx. 35°C, the converter lockup clutch is neither controlled nor closed.