Last Christmas, my 3 uncles pooled thier funds together and bought outright, a 2016 Yukon XL Denali for my grandmother. It too has this same transmission issue and only has 6,000 miles on it. She refuses to drive it saying it is unsafe at slow speeds. She too lives in California, in the San Gabriel Valley, near Los Angeles. As you can guess, with traffic, most of her driving is done below 40mph She prefers to drive her older 2003 Cadillac truck claiming it has more "get up and go" power. The EXT looks great but has many electrical problems and a billion miles on it, thus the reason for the Denali purchase.
My Uncle Ron took the Denali back to the dealership explaining the transmission situation to the service department. Service department said the transmission seems to be operating normally but would "look into it". I don't know if the situation was addressed. The Denali is back from the dealership and has been parked in grandma's garage for the past two months. She still refuses to drive it.
I've driven it a few times last summer when it had approximately 5,000 miles on it and the transmission felt like it was slipping back then. Maybe it's normal, I don't know.