You see this with normal heating systems. My house has hot air heating with a big burner and vents in the rooms. It is great for instant heat but once it turns off you lose the heat just as fast. And if you dont have a vent in the room it can be pretty cold.

But the house I grew up in had water filled radiators in every room. Took ages to warm up the house but it would transfer an awful lot of heat into the brick walls so it would stay warm for a really long time after the heating shut off.

So in the old house in winter you really didnt notice the heating turning on and off but in my new one it is painfully obvious. I really want to rip it out and get a better system.