It is now really a thing of the past that estate agents / so called experts cling onto for some reason. When these sort of houses were built, they also went in for grand decor, money no object.
Today uneconomical for your average buyer I would think in many ways like you say, heating is just one of them. But if you look at a lot of such houses, they also had massive fireplaces ( coal) that did heat such a large room. Well, that's my thoughts anyhow. Still nice to visit stately homes that have them, but like you say, note how cold they are.