Mine is garage parked overnight so it may not get as cold as yours (if your isn't b/c it's colderthan 40 degrees here). When I start my car, the fan blows a teensy bit (like you I keep it set on 69 or 70), but not hard enough that I can even feel it unless I put my hand in front of it. It doesn't kick into a higher blower speed until I am down the road a bit and the air is decidedly warmer. I just assumed that it was blowing because the blowing air, although cold was probably not colder than the air inside the van. But I don't really know.
I hope someone else has a better answer for you. I've actually been quite impressed with how quickly the van warms up.
Carrie