i heated with natural gas/base board heating and fuel oil for most of my life, and the ambient air temperature changed from warmer than i wanted it when the heat kicked on down to where i did want it or a little below till the thermostat kicked on again, but no so with coal, it burns at the same rate all the time and if i put a thermostat on it, stay even more constant and wood does the same thing as in when you put more wood on the fire the stove gets hotter cause it has more fuel and when it burns down it gets cooler, like overnight when you are sleeping and wake up to a cooler house than when you went to bed
but i guess straight gas would do the same thing if it burned 24/7 like coal does