yes wrong with keeping the car in 3rd gear, it stays in 3rd gear.
I know auto's have higher gear-ratios, but it doesn't mean so much. u'll be running 3~4000 rpm for most of times.
oh, when you make a stop from 40, your car downshiifts..not that it just puts it in nutural.

so, not worth doing the shift unless you are on mountains going up. or in winter streets,