Like it was said here before, cars with fuel injectors and newer ones with carburator (like less than 20 year old), cut the fuel off when the gas pedal is released completely, and engine RPMs are higher than some threshold. So when you coast down a steep slope in gear and with your foot off the gas, the engine is rotated by your wheels, not by burning fuel. If you put it in neutral, it needs fuel to run.
As another argument for coasting in gear, imagine that during way down your engine stalls for some reason (which is more likely in neutral than in gear), and you will end up without power brakes and steering. Scary, huh?