On programmable units There is a dead band or span adjustment in your thermostat it is usually something like +1, -2 this means the call for heat will continue until 1 degree above the set point and it won’t restart until 2 degrees below the set point. This is normally a programmable feature.
For example I might program +2 , -0 for winter or heat mode and +0, -2 for cooling. Some thermostats come pre programmed +2, -2 this is larger than I like it cost a little more to have a tighter span but gets expensive at +-0 because the system is constantly starting and stopping.
Some electronic units don’t have a span control you just need to know there is a difference. On mechanical thermostats this was hysteresis or the mechanical lag it can be adjusted but may not be within 1 degree.