I decided to perform further experimentation on turning off the engine while moving (because I was bored). I discovered the following:
If the engine is turned off while the transmission is not in lockup, it'll drop into neutral, as expected.
If the engine is turned off while the transmission is in lockup, it'll drop into 3rd gear and stay in lockup. That makes sense, as third gear is always the first gear this transmission selects, and the highest gear it can get into without electronic actuation. I didn't know lockup could activate without electronics though.
Once you drop below ~20 mph, the transmission will disengage lockup and promptly drop into neutral from the lack of hydraulic pressure.
The steering wheel lock doesn't appear to engage if the car is moving.
So, you cannot use hypermile strategies with the automatic other than coasting to a stop, and even then it's pretty useless since I think it'll fuel cut when coasting anyway. In conclusion, don't turn off the engine while the car is moving, you won't achieve anything useful.