I imagine this only happens when the car is in motion. At first two potential issues come to mind:

1. There is a vacuum leak for the fresh/recirculated air flap vacuum element. The flap is in the recirculated air position when vacuum is present.
2. There is a problem with the pushbutton unit or the switchover valve block causing there to be no vacuum at the fresh air flap, which allows fresh air to enter the cabin when you are driving (dynamic pressure forces air through the heater box).

These are fail-safe features to ensure you at least have heat in the event of an electrical failure in the pushbutton unit, or if it has been removed for repair. The mono valve is open when de-energized.

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2002 E320 T-sedan (210.282) 219K
1994 E320 (124.032) 252K (dearly departed in hit & run)
1988 260E (124.026) 301K (sold)