"It's called a SAFETY FEATURE."
And a dang good one at that.
When I worked for Ma Bell we were taught to never set the transmission in park without doing the following:
Come to a full stop.
With your foot on the brake do the following
Put the transmission in Neuteral
set the Parking Brake.
Let the weight of the vehicle rest on the parking brake.
Then, and only then, put the tranny in park.
Then take your foot of the brake.
With foot on the brake,
Shift to neuteral.
release parking brake
Shift into gear.
It sounds like a pain, but it isn't, it quickly becomes second nature.
I still do it to this day, in all my vehicles. The F150 is my wifes first auto transmission vehicle. She now does it too. It will save your auto transmission in the long run.
If you have ever seen the parking pawl on most auto transmissions, you'd never rely on it to be the only thing holding your vehicle on a hill. It takes a lot of stress, and can fail over time. I never understood people that refuse to set the parking brake...