In climates with humidity (such as Central Texas where I live) you need the A/C on all the time anyway to remove the moisture from the air. So even if I have the heat on, I leave the A/C on. In my last car, a Lexus IS250, I never turned the A/C off in over 4 years. I think Mini does the same thing. The auto climate control will control the mix of cool and warm air, and if necessary the fan speed, but will not turn off A/C unless you choose to do it manually. It also defaults to fresh air and will turn off the recirculating even if you've chosen it. This works perfectly for me, but for some people they don't like it.
By the way, if you have the climate control in Auto, moving the ring around the center knob changes the "intensity" of the climate control, not necessarily the fan speed. In reality, it means the fan speed will generally be higher the further clockwise you turn the knob, but it can get higher if it needs to.
A rather confusing system, but it works well if you just leave it alone. Set the temp and then forget it.