After running the a/c, and shutting off the car, the heat pump (ac) let's the hot refrigerant from the condenser into the evaporator in order to dry it up from all the moisture that's in there. Really that's a good thing, because the conditions in an air conditioners drain pan (still water,etc) can be perfect for various bacteria to breed.
That's why you get that bit of hot air at the start up again
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