Turning on climate doesn’t remember last state

[Protoncek]

I found an interesting phenomenon: if i send only one command : “climate.turn_on” to the climate it starts in “heat_cool” not in the last mode it was when powered off, and starts to cool down to 18 degrees, although last setting was 23 deg. Is this expected behaviour with this interface? I know that with original mitsubishi wifi module this command resumed last state (similar as i would press that orange power button on IR remote).
I have standard yaml in my module (same as it’s in example). Is there anything i can do to change this behaviour?