The gears in the GTE are there really there because the car has an engine which requires a gearbox so may as well take advantage of that - it gives a marginal benefit in efficiency and allows for a smaller motor.
In e-mode the gears pretty much 'count up' as your speed gets faster, and the motor shifts at a lower point to when the engine would shift, it seems around 1000 rpm. This means the car is usually in 6th gear by 30 mph, when it might only be in 4th or 5th gear in hybrid mode.
The car is clever though and it always keeps the gearbox and engine within range of kickdown - so if for any reason the engine has to take over (low battery for instance) it won't have selected a gear that does not allow the engine to immediately clutch in.