€uro can certainly explain the inefficiency better, but I'll try as a layman.
With a car, you can dose the gas.
At least with our heating system, that's not possible.
The burner starts, heats at full power, and three minutes later it stops again.
To stay with the car analogy, on the one hand, the constant switching on and off would be done via the starter.
Also, your car consumes more fuel during a cold start.
The same should happen with the heating system.