In some cases that might be true. In my case I leave my heat off
completely during the day and most of the night. My programmable timer
turns it on for about an hour in the morning so I can step out of the
shower into a warm room. When I get home from work it's in the 60's,
even when it's been 17 degress outside all day, even with no heat on.
And my house has no insulation in the walls and I have no
weatherstripping on my exterior doors (I'm refinishing those areas
right now). I live in the northeast US. I think the difference is that
either your furnace is undersized, your house is poorly insulated, or
you have a heat pump. Perhaps if you could give more details we might
be able to help you better.