Because the old one that's currently in my house isn't really so much of a furnace as a cold box. Connected to a fan that blows (cold) air. Which would be a nice feature 8 months from now, but at this point it's really not what I was looking for.
So, yeah. If you were going down my wish list and thinking about getting me a furnace, get me a boardgame instead. Or, hey, if you wanted to fill my stockings with coal, that's sounding pretty nice right now.
Stay tuned for next year, when the hot water heater gives out.