[mperham]

They keep the temperature more even because they can run at a variable rate, versus a furnace which is either running 100% or not at all.

[mcronce]

Note that this isn't true for all heat pumps, nor all furnaces. A forced-air system can vary the air handler speed, and a hydronic system can vary the water temperature; with heat pumps, there exist variable-speed compressors, but there also exist single-speed compressors.