Ifi you don't have a strong vacuum source, there will not be enough vacuum to pull the heater valve closed.

What is your economy guage doing? Is it in the left half of the range?

The switching valves do fail, but you need to make sure the vacuum source is strong and then work forwards. There are all sorts of connectors in the vacuum system. Some are only accessable with the dash removed. If one of them is leaking, you probably won't have enough vacuum to force the heater valve closed.

Tinker