The difference in your engine speed on the highway is due to the torque converter's lockup function.
Your torque converter provides the de-coupling action between the engine and transmission (like a clutch in a manual). It looks like a bagel that has been sliced in half. When the two halves are operating at different speeds (such as when stopped and the engine is running but the wheels are not turning), some of the energy of the engine is lost through the slipping of the two halves past each other..
However, at highway speeds, the converter mechanically locks the two halves together. This is done to eliminate the slipping effect, which in turn reduces the engine RPM, and increases fuel efficiency. You can actually see the effect of this the next time you are on the highway by pressing the accelator slightly (but not enough to make the car accelerate). You will notice the engine speed jump up a few hundred RPM (even though the trans is still in the same gear), as the torque converter unlocks. This means the two halves of the converter are free to turn at different speeds, and the engine has to spin a little faster to maintain road speed.
This is completely normal and it is how auto transmissions are designed to work. The fact that it doesn't lock up when first driving it is that the converter is not allowed to lock until the engine is fully warmed up.
*edit* De Duece is right on the money about both the dealer's mentality (they deal with niggling complaints like, 'My neighbor's car has 10lbs. more oil pressure than mine'), and the operation of the throttle in regards to TC lockup at highway speeds. Slight throttle changes made by the cruise control, as well as the changing properties of the trans fluid as it warms up could account for the TC appearing to 'ease into' lockup. A tech riding in the car with the scan tool running will give a far more accurate picture of what's going on than simply looking at the tachometer.