I played with this today. For me, whatever was the last setting before shutdown (of the vehicle) stays the same at the next power up. If I turn off the power to the climate control, when I try turning it on using either the power or fan switch, the A/C turns on, and the fan goes at the highest speed. I tried using one of the directional switches, powering down the climate control, and then starting back up using the fan or power switch, and again the A/C comes on (though I can't remember if the fan turns on to the high setting). I had my temperature turned down to Lo, so I am not sure if this was part of the issue.
This is the same behavior I have seen. As noted by others, if the temperature is set to "Lo" the AC always comes on and the fan is highest speed. The AC part of this is documented in the Owner's Manual . . . "In position LO, 59°F (15°C), the system switches to permanent cooling."
I keep my temperature set in the mid-60s to prevent this "permanent cooling" operation. So when I turn on the climate control using the fan switch, the power switch, any vent direction arrow or the temperature setting knob, the AC comes on and the fan goes to halfway between low and high.
Around town I rarely use the AC, relying instead on the vents and windows. All I want to do is have the system turn back on with the settings I had selected before I turned the climate control off. Is that too much to ask?