Same here.. didn't really notice during the summer months.. but now that it's cooler, I'll notice that it would blow cold air when it should be "warm" (Jeep was turned off for a few minutes--already warmed up). I noticed I have to turn the auto control knob to cold, then back to where it was for it to be warm again. This doesn't happen all the time, but will most likely happen if I leave the "air" on when turning the Jeep off. It has not happened to me if I remember to turn the fan off before turning the Jeep off (but then... what's the point of having remote start?)
*edit: as far as "direction/mode", that part hasn't happened to me as of yet...
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'99 TJ (sold)