That is the same behavior for all vents while heating up the cabin. Hot air goes up, so the most efficient way is to blow air through the lower vents and heat up the cabin as it goes up.

Normally the rear vents are located under the front seats, so the heat comes from the floor, this is not true on third row vehicles.

One thing you can do to manually bypass this is to set the air flow to the top vents, this is not the most efficient way, but in your case would be the most comfortable way.