So you are saying, to reproduce this, I would just have to get in my car, put the key in (or just put in a DVD?), turn on a DVD movie, then start the engine? And the climate controls wont work for a few hours? Did you have the key in when you started the movie?
BTW, if your engine is warm, you should be able to turn on the heater even if the engine is off. Just press the "increase fan speed" button. This is a useful feature if you like to use you car as a mobile cinema...