From what I understand, the car is better off in gear than neutral when coasting. When in neutral, the engine has to keep fuel injection going to prevent stalling, but if the car is in gear coasting, the wheels and the drivetrain keep the pistons moving, and supposedly the car is smart enough to not bother with fuel ignition.
I dunno if it's correct, but it sounded plausible. Besides, it's better to have control over your car for that 1 in a million time you need it.
Was: 2008 335xi sedan 6MT Black Sapphire Metallic
Is: 2013 Fiat 500 Abarth Nero (black metallic)
Wife's: 2013 Infiniti G37 S sedan 6MT, Black