OP, you're right, the E-brake should stay on while you're still in Drive and have the regular foot brake depressed, have it checked out. And kudos to you for following the proper procedure when parking on a grade. This last July I had to educate my daughter on the proper procedure after she parked her 06 Lucerne on my brother's steep driveway, shifted to park then applied the E-brake. When she went to leave after a family barbecue, her column shifter wouldn't budge, the Park pawl was bound. It took my brother, myself, and 2 husky teenage boys pushing on the back of the car uphill with all our might to finally release the pawl bind. The car lurched ahead about 4-6 inches and all was good.