Don't have heated seats anymore (gets plenty toasty on its own without) but never remembered them shutting off on their own before. I believe the seats regulate on and off to maintain temperature, but the console switch stays active till you switch it off.
Adding heat to existing seats isn't hard, just labor intensive. The bottoms are relatively easy, since once you pop off the suspension wires you can fairly easily get access to the space where the pad goes. The backs require you to disassemble practically the whole ruddy seat. IF you can find seats that already have heat, that's a bonus. Or get some aftermarket seats that have them installed (Corbeau, Braum, Sparco...probably others)...that's my advice. Aftermarket seat heater packages are readily available if you don't mind doing a bit of wiring. You'll need relays and to run some power wires. I don't know how easy it will be to find stock-like switches (my guess, impossible) but many kits come with switches.