Here is an *attempt* to help...
I noticed in tha manual under "Vehicle Memory, Key Memory" that one of the items stored in key memory is "The automatic climate control assumes your preset comfort settings when you unlock the vehicle." ...so I'm assuming that you shut down the entire ventilation system (by lowering the fan speed all the way until the display turns off) before removing the key, right? I can understand that perhaps the system will turn itself on if it has been left in "auto" mode (either auto air flow direction, auto fan speed, or both). I'll give this a try the next time I'm in the car.
Hope this help,