There are two reasons for this: First, since the engine isn't getting any fuel it would just konk out if it weren't being pushed along by the transmission.
Second, the Aura's electric motor/generator isn't connected to the wheels. It's connected to the engine. To spin the motor/generator that makes electricty to charge the battery (instead of using electricity help move the car) you have to push the engine. It's all locked together.
As hard as General Motors' engineers have tried to make all this downshifting seem smooth and transparent, it still feels like uninvited interference with your attempt to smoothly slow and stop the car.