I believe what you are talking about is the REST button, I forget if it says REST or RES. Either way, it is residual heat mode. What it does is (with the car off) run the fan to blow any remaining heated air from the engine compartment into the cabin for a certain amount of time. 20 or 30 mins comes to mind but I may be fabricating that thought.
An example of its use would be this: freezing cold out, you drive to the grocery store and want to keep the car fairly warm for when you come back out from shopping. You park, turn off the car, hit the rest button then go about your shopping, when you come back the car is still habitable. Could also be useful to keep a pet or passenger comfy without them having the keys i guess.