I disagree about the heating costs. I live near the sea, where the humidity is almost all year long around 80%-85%. You need to have either full time heating to keep the humidity and mold out or you need to air the whole house regularly, in which case you need to heat afterwards so your ass doesn't freeze. I lived in a small 2 room apartment and I live right now in a house, and I can tell it's better to have more rooms when high humidity is in question.
You mix several different things here.
Smaller volume needs less energy to heat. That's always true, irrespective of what you heat.Try heating up a cup of water versus a litre.
How well something retains heat depends on insulation. Bring a cup of water to boil in two pots, each, and put a lid on one but don't on the other. See how quick either gets to boil and how long they retain heat after.
Surrounding climate makes a difference, but again insulation and how you deal with that is part of this. If something is insulated well enough you keep outside humidity out, too.
So both building quality and size matter. Add location and architectural 'cleverness' to that, too. Many micro-houses have one large sun facing window and lots of smaller ones (or none) on the opposite side. Would be awful in a normal house with many rooms but works wonderfully with these. The sun naturally heats the house during the day, much better than it would a stone / non-windowed house. If all that is also insulated well than the heat will be retained well. As many microhouses are new-builds we can design them quite well on that end - certainly far more efficient than many old builds are.
Warm air rises to the top - which is why many microhouses have their beds on a 'second story' level. The heat from the day lingers there and it's possible to trap hot air there if the house is constructed well. Add to that that our body temperature drops a little while asleep and you reduce heating needs further, overnight. [Similar principle, by the way, behind building snow holes or igloos. Igloos entry faces down from the central area - so cold heavy air escapes and warm air is trapped. Snow holes usually have a 'living' quarter at a higher elevation than other parts of what you dig out to, again, trap warm air.]