If you have the auto climate control system and you set temp to lo - to get there it will stay on re-circulate mode as this is the quickest way , once it reaches its coolest temp it will change to fresh air as it decides the best way to keep everything cold but also the correct humidity etc . Mine will switch between settings once set to a certain temperature.
Hope this helps a bit
(Again, this applies if you have the automatic climate control unit):
You do not need to lower the temperature setting to "LO" in order to stay in recirculation mode. If you want to keep in recirc. mode, push the button for about 3 seconds. You will hear a double beep sound and the unit will stay in recirculation until you turn the unit or the car off