As long as you aren’t staring at your shift knob while doing so I can’t see anything wrong with it.
There is no law against it in British Columbia.
(There is a law against changing gears on train tracks, Even that doesn’t make much sense today). In fact, if you don’t in certain cases (i.e. very large/wide intersections where you have just taken off from a stop), you may be either redlining your engine in 1st gear or driving at an insane (as in, TOO SLOW) speed.
Just don’t change LANES in an intersection. But that is a whole different story…