It may just be the friction of the oil spinning the transmission parts even though its in neutral, so it never actually stops. You can see this happen on a manual transmission vehicle too: Remove the driveshaft, put the tranny in neutral, and start the engine. The transmission output will still spin even though its in neutral. Sometimes you can even get it to spin the tires if its up on jackstands. The force exerted is minimal though. You can prevent it from spinning with your hands.

The difference on the auto tranny is that you could put it in Park instead of Neutral, and it probably wouldn't do it.

And FWIW, minor grinding/clunking getting it into gear isn't going to hurt anything.