Are you turing on the heated seats before you turn the truck off? The option may be turned on in Intellelink, but the way it was explained to me is that you must have both the option turned on and the heated seats turned on before you turn the truck off if you wish to have them on when you remote start it next time.
Edit: Nevermind, just read the manual. They do not have to be turned on manually before shutting the truck off.