According to the book, defrost, defrost + feet or feet only will make the AC automatically come on EVEN IF THE LIGHT IS OFF. I think the ONLY mode that doesn't trigger the AC is front vents alone... but that's unclear.
I wouldn't worry about it. Apparently, a LOT of new cars are doing this as it helps keep the air inside the cabin dry so your windows don't fog up. I've been testing out gas mileage with all different vent positions, climate control settings and I've yet to see a noticeable difference. Matter of fact, I have the Automatic Climate Control which shows that AC as being on constantly, and I actually got better gas mileage with it set that way (go figure). The CX-7 has an "AC Economy" mode that it uses when the car doesn't need to be drastically cooled, so that probably helps.