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  
