This is normal. The economy computer like to shift at the high 2800 to low 3200 range when driving normally. If you use the kickdown feature, this extends to shift near 5200. Throw it into sports mode, and this lengthens the normal shiftpoints to around 500-1000 RPMs higher than normal... with kickdown you'll shift at 6500-6800RPMs!
Unfortunately, that means there are soft spots in the gear changes, typically around 20, 40 and 70 mph (depending on the car, give or take 5-10mph). If you find yourself feathering the throttle around 2700 rpms at 40 mph, the gearbox will get confused, and indeed, it will feel like it doesn't know whether to shift or not.
Help it out. Ease off the gas, and it will kick it up a gear. Pressing down will either downshift, or rev you higher to about 4000 before you change.
It's all kind of complicated, but if you used to drive a stick, you will begin to figure out what the car wants in time.
... there I go again, making things more complicated than they really are... But driving an automatic is indeed more than just flooring it... if you're gear-searching, that is. Did you know if you the right spot in the rev range, you could actually do a healthy 2 gear downshift in an automatic? Gruesome.
1998 BMW e36 M3 Sedan
Crap, I think I may be a yuppie...
2003 MINI Cooper