I've always wondered if sometimes it's worth it to keep the furnace/AC on. And if so, at what point is it worth keeping it on? I figure it's a bit like the car

I've always wondered if sometimes it's worth it to keep the furnace/AC on. And if so, at what point is it worth keeping it on? I figure it's a bit like the car ignition where if you're stopped for more than x seconds, it's worth it to turn the car off. Is it like that with heating/cooling? I wonder if so, if we'll have a Thermostat that'll tell us "no it's better for you to keep it on rather than stop for the amount of time you're wanting to turn it off for"... Anyone got helpful numbers/anecdotes?