Seems like the heated seats will come on with the remote start under 40°, or if you had them on when the car was turned off. (Or, that's what I think I've read here.) Also seems to me that the heater, despite coming on with the remote start if it's less than 70° in the truck, will not come on when the key is put in if it wasn't on when you turned the truck off.
So, the truck will want to default to the last settings in the case of the radio status and heat status, but not as far as the heated seats are concerned. I think you'll need to turn them on -- just like the fog lights, if you want them on each time -- after you insert the key.
Hopefully others will correct me if I'm wrong.