Why this happens
Although different rooms are controlling an maintaining the same temperature, you feel warmer in one than another.
The interesting thing about this is understanding that rooms need to be at very different temperatures to have the same perceived comfort levels. People often set each room to the same (for example 20ºC) in every room initially. Then they find that the kitchen is too warm at 20ºC and the living room is too cool at 20ºC. The bedroom is too warm at 20ºC in the evening but not warm enough at 20ºC in the morning. What is happening is that we just all want the rooms to be a different temperatures depending on what we are doing. In rooms where we are active, we want them cooler. Rooms where we are sitting down, such as studies and living rooms, we want warmer.
Rooms can also have differences caused by droughts from windows or doors making them cooler in that part of the room, or solar gain from sitting in the sun making you feel warmer. The great thing about zoning your home is that you can now have just the temperature that you want in every room. You may have to experiment a little to get just the temperatures you want.