House is super insulated I feel. For example, the current heater quit working one night around 10 PM. It was 69F inside and 40 outside. By morning the inside temp was 62F and outside was 37F. Our climate is mild, we only have about 1 month of temps below 30F and 2 months of temps above 85F. That's why we get away with it...probably.
For today's standards and State/Federal requirements, you are correct.............I would surely need returns for each room.