If we're going to be pedantic, let's do it correctly.

Even with the blinds shut, a space heater will emit a surprisingly large amount of radio waves (mine actually disrupts USB devices with a small EMP when it turns on, and anyone with an RTL-SDR can tell you those 50 Hz harmonics are rough). Some of those radio waves will penetrate the walls/blinds and a tiny fraction might escape the atmosphere and head off into space. From there some will find their way to interstellar space and potentially drift "forever" (well, until the heat death of the universe or whichever theory you subscribe to; I think at that point saying "the photon never got converted into heat energy" is a good enough approximation).