That is a limitation in 2007-2011 Pajero, 2012+ holds the gear and doesn't auto upshift.. That's why I recommend off-roaders to get 2012+ Pajero if they want to offroad it hard..
however, you can get used to this & drive accordingly, I have the 3.8 2009 with same problem. I use it more for overlanding than crazy dune bashing.. so not bothered with it.
try to ease the gas before you reach the upshift point to keep it in gear.. it takes practice & you will miss sometimes, but you will be able to live with it for most of terrains..
i don't know if any mod that can change that, maybe swapping the computer with a newer model? But that might make other trouble..
if you really like your Pajero & really want it to hold the gear, then sell & buy a 2012.
otherwise you need to learn to work with this limitation