Hey Jag
As mentioned by others, the condition you mention is normal and nothing to worry about. The clutch is a "wet clutch" running in the oil bath. When you pull in the lever, you are reducing the pressure on the plates allowing it to slip. But even pulled in, there is still some friction between the plates in the clutch and the oil. A small load on the rear wheel should stop the wheel spinning however.
The same is true in nuetral, but to a lesser extent. When the trans is in nuetral, the input shaft of the trans is still spinning and and the gears are in a position where they are not transferring power from the input to the output shaft, but there is still friction between the shafts and gears due to the oil bath and clearances.
By moving to a heavier oil (15W50 vs 10W40) you will make this effect worse. The upside is that the heavier oil will provide more cushion and make the transmission feel a little smoother. The downside is that the heavier oil will cause the engine to run a little hotter (more friction).