From my limited experience, I'd say yes - you still need a furnace.
I converted my garage into my office by adding a mini split AC/heat pump. The garage walls, door, and attic are insulated - but it's still a garage, which means that it's not nearly as well insulated as a regular room in a house.
The unit is 18k BTUs, which is quite oversized for the size of the garage. I made this choice because the heat pump BTUs are significantly less than cooling BTUs. This is definitely obvious, experientally - the unit can make my garage uncomfortably cold even in the peak of summer.
But even though this unit is supposedly rated for operation in temps down to about -20F, when winter gets really cold, it struggles to keep the space warm. Once the temps are below about 20F or so, I usually add a space heater to the mix, which, combined with warm clothes, makes working out here at least tolerable.
I converted my garage into my office by adding a mini split AC/heat pump. The garage walls, door, and attic are insulated - but it's still a garage, which means that it's not nearly as well insulated as a regular room in a house.
The unit is 18k BTUs, which is quite oversized for the size of the garage. I made this choice because the heat pump BTUs are significantly less than cooling BTUs. This is definitely obvious, experientally - the unit can make my garage uncomfortably cold even in the peak of summer.
But even though this unit is supposedly rated for operation in temps down to about -20F, when winter gets really cold, it struggles to keep the space warm. Once the temps are below about 20F or so, I usually add a space heater to the mix, which, combined with warm clothes, makes working out here at least tolerable.