Yes, it is probably quite inefficient but it is more comfortable that way. Otherwise you’d have cold feet and a huge temperature gradient.
Traditional heating is different and more focused on efficiency. For example here in Austria old farmhouses often only have a stove in the kitchen, for cooking. Bigger/richer houses had an additional tiled stove in the center of the living room. With such a heating setup (especially the small but hot kitchen stove, tiled stoves are much better because they have a bigger, not-so-hot surface area) you can either sweat in a shirt close to the stove or freeze two meters away with a jacket.
I think in Japan they still often sit around tables with a blanket and integrated small heater.
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