Yes, I always use a camera strap as well but I liked having the camera in my right hand at the ready to lift and then shoot with 2 hands.
There is considerably less camera to hold in the grip area vs. the D200, though the D800 is taller. The D200 also had a ridge in the back which protruded into the palm of yeah hand to keep the camera from slipping.
You won't notice this at all if you carry the camera by its lens. It's only when you carry one handed with the grip area.
More time with this camera body will probably help.