It's supposed to remember the previous state the AC system was in when you switch the car off, but only if you were in that state for at least 10 minutes.
i.e. If you switch it off and then drive for 9 minutes, it'll be automatically switched on again, but if you drive for 12 minutes it should stay off.
If that's not working, you can ask you dealer to set it - it's easily done by Coding the car.
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