Just a short bit to reinforce what everyone else has said here - my XJ does it if it's left a while (it also does something similar with the PAS), both my Rover 827s do it (not quite so noticeable as they're FWD), my Volvo 740 GLEa (the Jeeps predecessor) did it on a ZF 4HP22 box, the Nissan 300C before that and as far as i can remember, all the autos i've had (and there have been many!) have done this "trick".
As long as nothing untoward happens once it's up and running (be gentle with it for the first few miles to get everything purged) then i wouldn't worry, just do the ATF changes as per schedule and keep an eye out for any sediment in the fluid.