Do you mean the hybrid “pre-conditioning”? If so, there’s cars where that feature only works at full tilt when plugged into a wall charger. I don’t know if that is the case for the XC40 PHEV too, but certainly could be.
If you’re talking the petrol version, you need to run it for a few minutes (5-10 in idle) before the engine is warm enough to produce waste heat. Basically, once it’s at operating temperature (around 90 degrees C, if my memory is correct), it’ll blow hot air. Until then, warm. And if you put blowers to maximum and fan speed on maximum too, it’ll take forever, so leave everything off and just idle the car until some temp is in the engine, then start it.
Remember the old times when engines overheated, and you had to put on heating to max to prevent the overheating? Same thing here, if heating/blowers are max, the engine (in idle) won’t reach operating temp.