What brand heater? What type of thermometer?
I've found the heater temperature setting is rarely equal to the true temp when the thermostat will turn on and off. Heaters are consistent, but the temperature markings on them should probably only be used as a reference.
You might want to stick a second thermometer in just to give yourself two references, to make sure your first thermometer is being honest. Once you are comfortable that it's reading correctly, you can take the second out. I do that from time to time, just to make sure nothing is going funky on me.