As someone who heats only with Mini-Splits: if we make the generous assumption (lacking details) that your dealer didn't foist something unsuitable for your climate upon you, the most likely cause is not being used to how mini-splits typically work when you set a temperature. 

If you're cold, turn up the temperature setting. The split measures the indoor air at its head, and almost always no place else. The temperature where you are is almost never going to be the temperature the head is set to, and that doesn't matter. You just need to figure out what temperature at the head equals comfortable where you are.

You might also need a fan to help move air around if the locations of the split heads are not such that they do a good job stirring the air themselves. So if you don't want to run the oil for the super-cold bathroom, you need to bring it warm air from a mini-split head nearby (or from the top of a room the mini-split head nearby reaches.)