Well its about thermal mass and thermal batteries. If you keep your heating ticking over then you're able to maintain temperature very efficiently. If you turn everything off and everything chills down including your walls then it takes a hell of alot of energy to heat all that back up again as the walls, floors and ceilings just act like a big thermal sink. Due to thermal mass there is a lag for the walls to warm up and cool down, but if they are already warm then all you're doing is keeping the heat in the room topped up. Of course all this depends on the thermal properties of your walls, floors, windows and ceilings, so material they're made of, levels and effectiveness of your insulation. If you have very poor insulation and a leaky house then you're on a hiding to nothing, but if you have decent level of insulation then the building itself will hold onto energy quite well and act as a thermal battery and you can exploit this if you have a clever enough system.
Of course if you're out of the house for a long time then it's always going to be best to not maintain a temperature. But if you're just popping out and about for a few hours or so then it can be more efficient to keep the heating on while you're out rather than letting everything chill down and having to heat it all up again.
I have gas central heating and a nest smart thermostat set to auto and it works great. It manages the temperature in my home pretty well and very efficiently. Takes a bit to get there as it has a learning function so early on I had to continually tweak things but it learns and over time manages a schedule.
I'm not even using all its features as the geofencing only works off my phone and I've not added the phones of all my other family members but it detects when people are in and seems to manage quite well. It also tracks the outside temperature and uses information from weather forecasts to try to predict demand and manages it proactively and in the most efficient way.