I don't know much about HVAC systems, but if I were to guess it has to do with the blend doors either being stuck or the actuator going bad. WJ Grand Cherokees had problems with this. I don't know what the diagnosis/repair procedures are, but I'm sure if you do some searching the info is out there.
My rig has done similar things to me once in a while when changing from cold to warm, or from defrost to other output. If I turn the blower control up a notch or two, that helps it switch over to what it should be.
2007 White 4.7 XK Sport / OME HD lift / AEV Pintler wheels Argent / 265-70-17 Duratracs