I hope its a heat pump, if so then yes it should be running.
I have one, I set the cutoff temp to be 18 degrees F, when below 18 my natural gas furnace kicks in.
That right now for my house in Iowa is the best balance with current gas and electric rates.
Also Mid american will only give you a discount if you are running all electric, so with me, I have a natural gas furnace for when the heat pump cant keep up or it gets really cold, so I dont get the discount.
Also if you have a hybrid system like this, the thermostat acts like a computer, intelligently balancing the furnace vs. heat pump. So you really need to have all one brand, although some new thermostats probably have more features you can tune.
The nice thing about all of this is when natural gas rates go up, I lower my cutoff temp to use more electric, when electric rates go up, I increase my cutoff temp to use more of my furnace, so essentially in the winter I am dual fuel (actually tri-fuel because I also have a wood fireplace)...