Not sure how hard it downshifts but that sounds normal. With automatic in Sport or Track it holds RPM's higher longer and downshifts. If you don't drive it right in those modes with factory tune it can be jerky.
If Lund isn't changing any transmission parameters, and it's fine in D, then there may be some conflict between the tune and the tweaking Ford is doing in Sport+. Seems reasonable for Lund to investigate unintended consequences of its work, since your don't want 6R80 parts spread all over the road.
I think you are wise to leave it in D or pull the tune until they sort that out.