Are you saying you are running the climate control (fans) but *not* enabling the A/C and it blows warm air?
If so, then I would expect warm air to blow unless temps are less then say 50F/10C. The blower pulls air from the cowl which also is taking in some engine air.
The Z has a warm running engine that is also tightly packaged. I have had several other cars behave the same, such as a 92 miata and 2002 WRX. An 06 G35 sedan isn't as bad but still there. Older miata are known to run warm, and the WRX has a snail hanging close to the firewall: big ole heat sink
I run the A/C frequently in our ZR...have had it only 4 months so temps have not been < 50 yet.
- b