No, mine does not do that. I almost always leave mine in manual mode. I think something is wrong with your HVAC circuit board. On past BMW's (e36 and e46 cars) this was a big problem.
Btw... I had that very same problem in my old e36 323i sedan. It was the resistor pack for the blower motor. Though the e36's also had a huge failure rate of the circiut board for the climate controls. The resistor pack was down by teh driver's gas pedal and cost me 95 euros for the part. Two screws and my car was fixed.
