Mine behaves like that too- if I'm in D and my foot is anywhere near the gas pedal the engine comes on at about 30mph. Try to glide in N if traffic allows for it- it will roll freely until about 40mph before it turns the engine on.

 

There is one long hill on the way home from work. I coast down it in "D", and I (slowly) get up to almost 40 mph before the ICE starts. Though, at the start of that down-hill, my battery is usually pretty empty.

 

I can get to 40 MPH on a flat surface in EV. When coasting down a hill, I get to around 40 then ICE kicks in. I'm guessing it must be a speed sensor, because when I coast I keep my foot well away from the pedal. I don't think trying this in Neutral would be a very good idea just in case something happens and you're unable to switch back into Drive. I can just see a semi coming up behind and not being able to stop, and all the safety features in the world can't beat physics.