Hello

When temperature is very cold, specially first time in the morning when I start the engine red light next to the automatic gearbox lever does NOT come on, i.e. I could move the leaver without holding down the brake pedal.
The control panel indicating P, D, R etc. lights up i.e. all the lights
Once I have driven a few kilometres and have stopped/parked and switched off the engine, all will be back to normal when I start again.
Is there any explanation for this? Is it something I should be concerned about?

Thank you in advance.