Everytime l start my 02 Sonata, it automatically goes on the outside air and not the in cabin circulated air. l have noticed the reverse in all other makes of automobile. Therefore, my question is, is this problem only unique to my 2002 Sonata or to Sonatas' as a whole.

Hyundai does not consider it a problem. It is how they designed it to work.

If l understand your question right.. most cars do just that unless they have a manual setting.