Reading in the manual (always a good place to start btw) it says that the Jeep will hold the brakes for about 2 seconds after you lift off the pedal to keep the car from rolling back or really placing unneeded stress on your transmission. Yes, it's an auto so it shouldn't roll back, but I think it's more for the tranny than anything. I like that feature and have never once "noticed" it in a negative way.
If you think you are noticing a difference when it's off, perhaps there's something you'd want your dealer to investigate or you might end up with worn brake pads and higher trans temps if there's slight friction on all the time.
My :twocents: