eh well it shouldn't your not fitting the thermostat incorrectly are you and placing inbetween the head and the housing as if this is so its wrong the stat goes in the housing with 3 bolts (on the front) that has the hose connector pointing towards the left (if looking at if from the front of the car) 'inless we got our left & right mixed the wrong way round'

The 4x4 stat is a 2 stage item that also controls the flow into the heater matrix that's why you'll find as soon as you start the car you should have warmish air within 20-30secs, plus if you leave the vents control pointing towards the windscreen the fan always blows to keep it from misting up (I may stand corrected on this yet)