They also (usually) have a means to avoid you leaving the car parked when in neutral. For example, our Mu-X will chime annoyingly if you stop the engine in anything other than P, if you ignore that you'll find you can't lock the doors (ours is keyless but many others will prevent you removing the ignition key when not in P).
Luckily, the bypass for all this is simple, stop the engine when in P, press the "shift lock" button (next to the shift lever) and move the lever to N. Then the car knows you are acting deliberately and will let you leave.
Most autos are similar although many don't have the clearly marked Shift-Lock button and you have to poke the key down a hole (look near the shift lever for a blanking plate to remove). There are certainly some that don't have a simple method to leave in neutral.
EV owners, can you leave your car in "neutral" with the brakes off?