When you release the foot brake, you also release the front brakes, which do most of the holding/stopping. The parking brake must 'set' to do it's job, and by that, I mean the shoes need to move enough to 'bind' against the drum so that they hold. That usually means the truck will move slightly, usually downhill, until the parking brake 'sets'. If you don't go to neutral during this time, you can have the parking pawl engaged with the full weight of the truck on the engagement pawl & rod, which can cause it to be hard to get it out of park then next time you want to drive, and this will cause accelerated wear.
This can also cause the parking brake to not fully engage when the truck can't settle enough to actually 'set' the parking brake shoes because the parking pawl locks the drivetrain.
Remember, disc brakes (front & rear) just push pads into the rotor to provide friction to stop with........drum brakes - and the parking brake on our trucks is a mini drum brake inside the 'hat' portion of the rear brake rotors - push shoes out against the drum using leverage, so when 1 end of the shoe touches, the force still has to be applied thru leverage until the other end of the shoe touches as well. Once this is done, the parking brake is set....and the truck won't move, but if you think about it, when you set the parking brake on a hill, the truck always moves slightly after you do, and this is from the shoes 'setting' against the drum.
