Welcome to the world of friction and hydrodynamics.
I bet if you grab it with your hands, it will stop.
The other side may start spinning too, have a buddy grab that one, it will stop as well.
The engine will continue to run/idle.
As transzex said, normal shaft and other roller bearing friction coupled with the bit of friction that the oil slick creates between bearing rollers/balls and races/shafts, is able to transmit a little bit of power along the shafts enough to rotate the final drive/countershaft, diff and wheel bearings while the entire thing is actually in neutral.
You'rw witnessing a manual trans "torque converter" principle type of effect, friction between parts, as well as friction created by hydrodynamic fluid coupling, its completely normal.
And as matt said, your wheel bearings are in good shape, and your brake pads arent sticking. If they were, it wouldnt turn.