As mentioned it's normal to come back on the lowest setting after power interrupt so it could be possible the scan tool is sending a signal on the buss that the HVAC interprets that way (as in how the air bag light comes on when I scan the air bag module).

Does it do this when your scan tool is not connected, say engine running etc. Sorry if I missed that above.

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E53 / M54 2001 3.0i gas LHD (pair of them: his & her)