When you start it, let it idle in neutral, this will circulate fluid more efficiently than in park, it will warm to operating temp faster and shift to OD sooner

 

Just came back to the forums to ask pretty much this same question. I recall hearing it before, and I figured that's what it was, but just wanted to make sure. Mine's an '05 5.7L 4x4 QC, but it's only got 27,000 miles on it. I've kept up with regular scheduled maintenance by mileage, but was a bit concerned that maybe some of the fluids had lost integrity over the last three years even with the lower mileage (a good majority of that is highway mileage, too).

 

Yep, it is to help the drivetrain warm up faster.