I got tripped up the same way when I first started using my coal trol. One thing to keep in mind is that your convection fan will probably run most of the time when it gets cold.
The fan runs based on your feed rate which will range from 0 to 99. At lower feed rates your fan will run slower and as feed rate climbs (as your thermostat calls for more heat, in response to your house cooling off) and your stove heats up, your conv. fan will ramp up its rpm. Usually your fan will kick on below a feed rate of 10 or so (whatever you have your cfm set at).
This is how the coal-trol tries to eliminate temp swings. At the lower feed rates (and resulting slower conv. fan speed) it is churning out what feels like cold air, but the air is probably 10-20 degrees higher than your house’s ambient air. This is maintained (like cruise control on a flat road) until more heat is needed to keep your house temp up, then your stove will kick it up a notch (like going up-hill with cruise control) to get you up to your set point, then your stove will drop back down to its cruising level (all this happening with your conv. fan running).
I have a coal trol controlling a koker in the basement, and with the current cold weather, my convection fan is running most of the day. The fan only turns off if my temp overshoots my set point a little, which results in my feed rate dropping below my CFM while the house cools down to below the set point.
The problem I had when I first started using the coal trol is that my thinking was still geared toward standard thermostats with their on full blast-off-on full blast cycles, which lends itself to temp swings while using coal. The coal trol is slow and steady, with periodically needed boosts of heat output.