I'm not a physicist, but I have been reading about it, refreshing my memory from high school.
I bet a heat pad does, via conduction, heat the air around it a tiny bit. Gasses are usually horrible conductors of heat, so it probably doesn't raise the temperature a measurable amount (at least without lab grade equipment to measure it).
I'm pretty sure then the air is not heated enough to drive convection.
A heat bulb uses radiation mostly, though there is some conduction too - touch a light bulb and find out the hard way
You're right then, as the heat bulb heats everything, air as well as sticks, mulch and snake.