My thermostat doesn't go to 11

It's getting colder, and I'm stuck with an efficient heating system in my new place. In every other place I've lived in, it was impossible to maintain a steady temperature during the winter. If I set the heat at 68, the furnace wouldn't kick in until it was about 62 (the alleged temperature reading on the thermostat, minus all the drafts coming through the rickety windows). But when the heat came on, it would stay on until the apartment was a toasty 80 degrees or so. I think that was because it took so long for the heat to make its way through the pipes. So when the thermostat said, "That's enough!", it took another half hour for the radiator to cool down. In my new place, if I set the heat at 68, it comes on before I notice any chill in the air, and it shuts off as soon I get the temperature I asked for, even if it only takes 30 seconds to get there. So I'm never cold, but I never get that redundant, completely wasteful blast of hot air that allowed me to kick off my blankets or walk around without a shirt for an hour or so in the middle of January. Before I'd start freezing again, of course. It's like I moved to Los Angeles or something. I want my four seasons, and I want them all in one day without having to leave the house!