My MK3 definitely heats up faster than my previous Vauxhall Meriva but it had the same steady state characteristic: Under steady state light load, it would prioritize maintaining constant coolant temperature over cabin heat. For over a year my commute had mindnumbing 20 mile section of 50mph roadworks on the motorway.
To stave off boredom on a cold day I shoved a cheap thermometer in an air vent and measured coolant termperature via OBD2. The air vents dropped way down from the normal 85-90 degrees (hotter than you'd think!) but the OBD2 collant termperature didn't budge from its usual ~105ish setpoint. There was always noticable blast of heat after the end of the roadworks, usually within 20-30 seconds or so of putting my foot down.
Fairly sure my mk3 is similar. My commute starts in town and the air never really gets hot. But once I hit the first A-road there's a similar whoosh of heat not long after I hit 60mph. It's fairly understandable from a kinetic-energy perspective -- energy squares with speed, so one 0-60 acceleration will have burnt the same fuel as several 0-30 accelerations.
I suspect that the car designers probably have some "compromise" operating regime in cold temperatures, where the interior is allowed "a bit" of heat even at the expense of the engine. While waiting around one cold day in my Meriva, I discovered that at approximately -5 degrees, I could make the coolant gauge dip slightly by putting turning the blower speed to max. When I turned the blower down the gauge went back to normal.
If so, I'm guessing the mk2-hybrid/mk3-normal jazz (cooling system probably very similar?) might have 3 operating modes:
1) After a cold start: Heat up enging block at all cost (fast idle, rich mixture, blue dashboard light)
2) When block/collant above acceptable minimums: Circulate some hot coolant to the heater matrix but prioritize the engine
3) When enough heat to go around: Cabin can be as hot as it wants.
And I guess that, under light load conditions, sometimes it's possible to never exit mode 2)
PS: Other factoids about my Meriva
* When driving at 50mph in an average speed camera area, wiggling the steering wheel left and right would trigger an ABS fault
* If you selected maximum heat and closed all the heater vents, a burning smell would come from the dashboard (probably also discovered while driving straight and flat at 50 mph...)
* The Meriva was a mini MPV built off Corsa mechanicals. Vauxhall/Opel didn't use a beefier gearbox to cope with the car's added weight, so its first gearbox only lasted 65k miles
* Unlike most lazy modern B-crossovers (Looking at you, HR-V), the Meriva had a well-designed and totally bespoke interior that used up all the interior space. If you consider a jazz to be a supermini-TARDIS, the Meriva was more of a C-segment-TARDIS. With the rear seats down, rear interior volume was larger than a Passat estate!
* I suspect that most interior testing/validation was done with the Opel variant, as the chromed Vauxhall logo in the middle of the steering wheel reflected too much light into my eyes on a sunny day.
PS2:
I've noticed the Mk4 pumps out warm and proper heat sooner which surprised me....but I'm not complaining 
I don't have one so I'm just guessing, but I wonder if the traction battery can usefully absorb some additional energy from the engine right from the get-go, as opposed to normal transmissions which
1) have to maintain drivability during initial warmup
2) can't absorb excess energy while idling (i.e there's only so much fuel you can burn without the revs shooting sky high)