Mine did something similar to that yersterday. I had left the setting on 74 from the previous day when I had the AC on (keeps it from getting too cold). The car had been parked in the shade and so was pretty cool inside. I pull out into the sun and the heat goes on!!. So I am driving in the hot sun with the heat on. So I pushed the temp down to 64 but this had no immediate effect, heat still on. So I pushed it down to 55, still heat coming out. Finally I went all the way to LO or whatever it says and it finally started blasting out cold air. My conclusion was that there is a delay in the feedback loop for the temp control. Sounds sort of like what you are describing.

Mike

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1998 C230 330,000 miles (currently dead of second failed EIS, yours will fail too, turning you into the dealer's personal human cash machine)
1988 F150 144,000 miles (leaks all the colors of the rainbow)
Previous stars: 1981 Brava 210,000 miles, 1978 128 150,000 miles, 1977 B200 Van 175,000 miles, 1972 Vega (great, if rusty, car), 1972 Celica, 1986.5 Supra