It will help you a lot if you can get hold of a Power & Torque graph of your engine
You will notice that the engine generates max power at about 4000 rpm; hence the reason for it sitting at that rpm in auto. If your change down(manual) to another gear there is a lot more strain(and wear & Tear) on the engine although it is capable of doing that
These engines are also designed to do more than 4000 rpm and the wear and tear is lower at that rpm on a downhill than pulling away from a trafic light !!

enjoy your pajero !
Johan