When newly write the registers for use the pin like digital output, it don't set to high or low, the PWM continues active in the pin.
Yes this is because the PWM is controlled by the timers, this is a hardware thing and the pin's function is switched to be controlled by the timers as an alternative function. Therefore it no longer is switched through to the normal port registers.
You need to look at section 13.3 in the ATmega328 data sheet to see what is going on.