My civic does the opposite... it'll hold lower gears when cold (in wintertime anyway, fine in the fall) and after it warms up it'll actually shift out to run some normal rpms rather than 4000rpm or so at a steady 35mph.

A honda guy I spoke with said internal seals are leaking and when it warms it closes up the clearance so it operates properly.

With your situation, I think since it holds a lower gear it might be the mechanism (I think it's called a shift solenoid) might not like warm temps. It seems if the friction plates were worn out it'd slip really bad, so I don;t think it's that, or I don't know what I'm talking about.

I think the new fluid (tranny fluid has a high detergent content) loosened up stuck 'gunk', so just keep draining and replacing and it should clean itself out after a while. And, you're only changing about 30% of the fluid as well as you're not flushing the system (not good for older trannies as it loosens more solidly accumulated gunk and can cause issues).

You might want to replace the tranny filter while you're at it... mine shifted smoother afterward.

I'm not a transmission pro, but I hope this helps.