The nights here in Ehrenberg AZ have been dipping into the 30s. Yesterday, when I crawled out from under my sleeping bag and down quilt (where it was body temperature) I thought, "Hmmmm, it's brisk in the van but, surprisingly, not uncomfortably cold."
I fired up the propane heater anyway. I turned it off a few minutes later when it got too warm in the Rolling Steel Tent. The space gradually cooled down, of course, because solid objects—the van and its contents—are more tenacious about holding onto their low temperature than the air is about holding onto its heat. Air, being a wimp, lost.
It seemed, though, that it got colder than what it had been before I'd turned on the heat. Now, that could've been psychological. But maybe something else was going on.
We also know from personal experience that vehicles aren't airtight. As heated air in the van expands, it leaks out air vents, gaps in the door seals, and a few unplugged bolt holes in the floor. Because the van doesn't stretch like a balloon.
When I remove the heat source the molecules stop dancing and the air starts to condense, taking up less volume and creating a partial vacuum. I suspect the partial vacuum sucks cold air in through the same leaks. That's my hypothesis, anyway. I'm not going to spoil it by collecting actual data.