If the temp in your bator is higher than the room temp with the stat off, then something else is heating it up.
If you are running a circulation fan it might be raising the temps. Some fans motors get really hot and cause the temps inside the bator to spike even thought the t-stat is off. If this is the issue you need to get a cooler running fan.
I use a full size fridge with a proportional herpstat. The ambient temp in the room is around 85 and the herpstat keeps the temp inside the fridge at a perfect 90 using only 10% power. You can't get more efficient than an insulated fridge, so I don't think an incubator can be too efficient when being run by a proportional stat. I would also move your probe close to the eggs as was previously suggested.