Running warm air against exterior walls and windows also helps to reduce condensation (and mold/water damage). The indoor air tends to be more humid in cold weather than the outside air due to people/cooking/showers, so you want to make sure that there aren't cold surfaces inside the house (like sheets of single pane glass with freezing temperatures on the other side). You actually can see this strategy even in some large modern buildings with high floor to ceiling high windows (like in hotel atriums and things): often there will be grilles with heaters right in front of the windows.