Yes, I have the 25ULA as well and do not have a vent in the bedroom. It doesn't bother me too much, but it seems like it should. I wonder if this is because the return and fan are under the bed?
I've slept in mine down to the teens and stayed warm enough, but I cheat. I sleep under a blanket, comforter, and when cold unzip a sleeping bag as an extra layer.
I also have an electric heater that throws a LOT of heat for a small unit. I sit it on a glass cutting board on top of the 3 burner and point it toward the front bedroom. It makes a pretty big impact. I have seen that some campgrounds will not allow the use of electric heaters - not sure if that is due to energy usage, or safety? With tip-over switch, they seem safe to me. Like anything with a burner though, they suck electricity.
During hunting season I was in the TH for a week with lows in the teens and highs in the 20s and stayed comfortable inside. I did run through a bit of propane though, but not sure exactly how longs the tanks would last cuz I usually get them filled before they run empty.
2012 RAM CCSRW CTD
2010 W&P 25 ULA
2012 JEEP Unlimited
1971 LeMans Sprint Convertible
2010 ZG1400 Concours