Granted, most any entry-level analog device will not be as accurate as its digital counterpart. As to how a heat lamp works, it does not appreciably heat any air, it radiates its energy to objects that absorb the heat and that object warms the air. The heat "rays" may indeed be absorbed by the sensor and an in-accurate reading will be the result. If you were to place a small "shield" cardboard or the like in between the lamp and sensor you would find that the indicated temperature would be lower, maybe not by much but it would be lower.. For the most accurate reading from ANY thermometer to measure ambient air temperature, it should not directly "see" the heat source/lamp...