The exact thing happened to my WRX wagon. I noticed it going down hill, in 1st, just coasting down and it would pop out.
I took it in to the dealer and at first the mechanic could not reproduce it and upon 'kinda gentle insistence' the mechanic took me for an extended test and he was finally able to reproduce the problem.
At first, when the mechanic called SOA, it appeared that nothing could be done, but the mechanic must have called back or something because, SOA did authorize replacing the transmission.
The new tranny was put in about 3,000 miles and I have about 7,500 now and it has not popped out once. And that's a good thing. It was not especially dangerous because the speed and revs were pretty low, but it should not pop out at any speed, eh.
They were to ship the entire transmission back to SOA so they could see what was going on. Apparently, mine was one of a very few transmissions that did this popping out of 1st.
So, my advice is to take it in and insist that it get fixed and that SOA knows about the problem.