It should theoretically work with the way you describe it. I just tested mine that way, and it works fine for me with climate. And quoting the VX handbook:
"Residual heat system
When the vehicle is stopped and the ignition
off , the heat still in the cooling system can be
used to heat the passenger compartment, for
example when stopped at a rail crossing.
Press AUTO with the ignition off. AUTO and
the preselected temperatures appear on the
display.
The residual heat system switches off
automatically when the heat stored in the
cooling system is no longer sufficient to heat
the passenger compartment.
To deactivate, switch on the ignition or press
OFF".
I would suggest resetting the Climate Control and to try again. To reset the Climate Control, follow the below procedure:
If the electronic air conditioning system is not
functioning in the usual manner: press the
AUTO and OFF buttons simultaneously for
approx. 5 seconds. The servomotors will be
synchronized, during which time the fan will
temporarily switch off.
HTH
