The physics of combustion mean that heat energy is hard to retain making the burning process less efficient.
Efficient process heating requires recovery of the largest possible part of a fuel’s heat of combustion into the material being processed. There are many avenues of loss in the operation of a heating process.
Typically, the dominant loss is sensible heat leaving with the offgas (i.e., the exhaust gas). The temperature and quantity of offgas indicates its heat content (enthalpy), so keeping its quantity low minimizes heat loss.