Normal. It's in the Owner Manual: Transmission will stay in third until the trans gets to a certain temp and then it'll catch 4th. Reason given by Chrysler? Fluid is too thick to flow back to the overdrive in the tail-end of the trans. That's how the early Overdrives burnt out: lack of oil.

Is there a way around it? Yup. Just like the old Torqueflites: set the e-brake and idle it in "neutral" while it's warming up.