Assuming you have the IHKA (automatic climate control panel)...without knowing how you have things set...it could be something simple or something complicated.
The IHKA has a lot of different settings that can manipulate air temp from the 3 major locations (windshield/face vents/floor vents). How do you have the control panel set? Is it on AUTO...or have you removed it from auto to manual selection of air direction...as well as...do you have the air speed on AUTO...or do you have it set on manual operation?
There's also the stratified air dial (the rotary dial in the center of the middle dash vent)...how do you have that dial set? If it is in the "blue"...then only cool/cooler air will blow from the face/dash vents regardless of the temp you have set.
If you take the system out of AUTO air distribution and select one of the choices (floor/face/windshield)...what happens then? Does the same thing occur where the air temp blows cold when you drive faster?
Stratified air dial can temper the air from the face/dash vent warmer/cooler based on how the dial is set. This allows you to blow cool air on the driver's face on a long journey (to stay alert) while the passengers can remain warm and toasty:
{the e39 & e53 share the same HVAC/IHKA Air Distribution design}
