Hm, heating is either switched off/on depending on a thermostat ("bang-bang") or in more sophisticated systems is regulated according to need (modulating control). It might be on 24/7 regardless of whether it's hot or cold, but it's not going to use the same amount of power.
My furnace, which is common in mid level units, is two phase. It’s off, low, high. Basically it starts by modulating off and low. Once low is on 24/7 and it needs more heat, it modules low/high. At peak heat it’s just high all the time.
Upside to being in Indiana is our furnaces are made for this. I think I can keep my house at 70 down to like -30F outside. It’s a pretty expensive furnace though, wouldn’t make sense in Texas.
Even a cheap thirty year old furnace can do that - it was able to keep my house at 80° during the -40 (no need to specify; they’re the same that low!) last year. I actually intentionally drove it to 80 to give me thermal mass if needed but it turned out not to be necessary.
As an addendum, this winter I unfortunately found out that, at very low temperatures, the limiting factor might be the furnace, but it might also be the capacity of the radiators (or underfloor heating, or whatever) to shed heat. Tiny radiators or highly spaced underfloor pipes and it won't matter how fancy your furnace is, there's only so much heat it can distribute.
