This is peculiar to 2G DSMs. Likely the factory installed this feature to ensure that the defrost air is dry. Trying to defrost a freezing windshield with humid air does more harm than good, and blowing snow can easily get into the fresh air intakes.
It was previously posted that the rationale for this 'feature' is that disuse of the A/C feature during winter can lead to premature seal cracking. Having the A/C on with the defrost ensures that the A/C system stays "active" and keeps the seals properly wetted. This might be considered suspect since chronic A/C seal failure is not known to be a problem on 1G DSMs - even Canadian ones.
If you hate it, you can remove the little tab on the vent dial that is responsible. Essentially, there is a small tab on the A/C selector knob that automatically trips the A/C if the defroster is selected. Breaking off the tab "fixes" it.
The Last Word: Your experience may vary, but the only reason I keep A/C in my car is to dry the air and keep the windows fogging up in rainstorms.