Based on my experience with the A4 B7 for 10 years, it's heating system only blasted out heat after the engine was sufficiently warmed up, I guess the B9's HVAC works in a similar sort of way. Also, I meant warming up the engine by driving it for a bit rather than just letting the engine run while the car is stationary.There really is no need I can think off why you feel you need to do this, so why?