Set Back Thermostat

I understand set back thermostats are a good way to save on energy costs, and are used on gas and oil heating systems. Somewhere I thought I heard or read that they were not used or recommended for heat pump installations. Is that true, and if so could you explain why? thanks

If there's a big demand for heat, rather than just trying to maintain things, that usually triggers the auxillary resistance heat to turn on. This is 2-3x or more expensive to run than the compressor alone. So, except maybe in cooling season, it's not efficient.