One anecdote I've seen is that the right way to run them is to maintain a near-steady-state temperature in the house, including overnight. I'm not sure if that's maybe a bit extreme and just how they suggest use to non-savvy home-owners, but it makes sense... They're not going to blast out heat to raise the house temperature 10 degrees in an hour in the morning. Spreading heat-increase over several hours is more feasible. Good insulation presumably helps a bunch, too.

For a similar reason, heat pump water heaters tend to have a larger storage tank, as they take longer to heat the water and you want more of a usage buffer.