2004 BMW 525i- why windows fog? have it set automatic- w/refresh air

Hi, I just bought a brand new 2004 BMW 525i- the car runs perfectly -
however, the other night, while driving, (it was not raining) when I
started the car up and began to drive, the drivers side window and the
rear passenger side window began to fog up, also the back window. I
have the climate control set to 72 degrees and it is in the automatic
mode. (I am located in New England) I remember reading somewhere in the
BMW literature that it stated that if you have it set to automatic, the
windows would most likely never fog up. If I have the climate control
set to automatic, should the window fog up? please advise- being that
the car runs in the 50$$K range, I figured that foggy windows would be
solved. Also, I realize that if the windows do fog up I can hit the
blower- that does solve the problem on a temporary basis, when I shut
it off, its foggy.

KOS