Many rheostats (including my own) do that and it sucks. I have given up on them and am getting a few thermostats from ebay.

My rheostat can be at 90 when I leave and at 98 when I get home 5 hours later, so I worry while Im at school and work and as soon as I walk through the door I check it. Its not worth the worry or the potential burn to your snake if you can spring for a thermostat such as a ranco or johnson or even better a herpstat or helix.