A lot of the newer thermostats are this way. The one you got at work probably is, and others are as well. My programmable one that I can remotely control is still of the fashion where if the heat is set to 72 at 8:00 it would start heating at 8:00 and take X number of minutes to get up to 72. Easily something you can still control, say setting the temp to go to 72 at 7:30 instead of 8:00.
The ones that attempt to guess how long and start early is nice, though it does remove full control from you since it might start 10 minutes early or it could start 20 minutes early. One of my coworkers has something similar to the one you posted had been put in at your workplace and he wishes it behaved like mine. He wasn't exact control of when the furnace comes on, not when the house temp reaches a specified temp.
I'm with you though, having it so I could just say that at 6:30 when I wake up I want it to be 72, it would be nice.
The Nest also tries to learn times you are home and away and automatically create a schedule. I"m not a big fan of that. First, it would never shut off in my house, with dog activity and opposing work schedules between myself and the gal. Also, it cannot gauge if I come home late, when and how long errands will take etc. It might save a very small amount if it shut off after periods of inactivity, but then again if I spent the day downstairs it might just let it get colder than I want because I wasn't up near it. So anyway, I'm not sold on one that "learns" my schedule and tries to accommodate that necessarily, I prefer to just specify when and where temps get set.