You would use more fuel, and wear the unit out by causing to work harder to reheat the space every time it is turned back on. Best thing to do, is set for a comfortable level when home, then lower to a reasonable level for sleeping, then lower when gone for the day.
We have ours set to kick up to 66 @ 6am, then back down to 62 @ 7:45, then up to 67 @ 4:15, then down to 62 @ 9:45. Only difference is on weekends when we sleep in. The next couple of days, I can see that I may be adjusting down to 66 during evenings, due to warmer days ahead for the next 3 days.
Heating systems are designed for continuous duty.
So long run times do no harm to them. And actually are better for them, its the starting that is harmfull to motors and ignition componets, not the long run times.
On days were it wil be 15° or colder out, I don't shut mine off. But I have the stat set to 45° for set back.
With the combination of shutting it off at temps above 15, and using 45 for set back on days with outdoor temps below 15°. For durations of 8 to 12 hours. And sometimes longer.