The ECO button simply turns off the aircon compressor to save a little bit of fuel when you dont require cooling, this means that the climate control only has heating available to it which is fine in winter although ou do lose some of the finer control over temperature as the system would normally blend a bit of hot air from the heater with a bit of cooled air to achieve the correct temperature.
If you have 22 set and the air flow goes cold when you turn off ECO then the cabin temperature must have been above 22 to start with, this is quite likely with only a little bit of sunshine on the car.
Climate also tries to compensate for 'solar gain' so if you are sat in a pleasant 20C but the sun is shining, then you feel warmer, the climate detects the suns heating with the little bump on the dash and sends slightly cooler air out of the high level vents to compensate.