The thermostat is probably on the first floor. If you shut all the vents, it will keep the furnace running longer becuse the room its in won't get any heat.
Also - if the 1st floor is warm from the wood fire, the furnace won't kick on as the thermostat's room will be warm.
Consider this: only shut the vents (and door) to rooms you aren't using. keep the furnace blower running instead of on automatic. That way the fireplace heat is circulated throughout the house.
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