I'm sorry, I should have been clearer with my request for experimentation.
When you lock the car or after receiving the notification can you go to the app MG page and then the 'Climate' tile to see if the app shows the heating to be On or Off.
Or after locking the car turn on the heating on the Climate tile and see if the app reports it going On or Off. If it switches On you should receive the 10 minute display so then switch it Off and see if you receive the exceeding 10 minutes notification.
If after locking the car and tapping the app climate power button the app tells you it switched the heating Off then that is a bug and you need to see the dealer.