As a refrigeration tech, here are my thoughts, FWIW. Heat flows only one way, from heat to "less heat". The fermenting beer is creating heat, being removed by various means. Water bath evaporation, freezer evap coil, etc.
As the "beer container" creates heat, the temp increases in the surrounding "secondary" refrigerant, air or water or whatever is being cooled that is in turn cooling the beer. For this to happen there must absolutely be a temperature difference, the beer must be warmer than the cooling medium. Laws of thermodynamics etc as stated above. Can a good setup get the air temp back to setpoint in a few seconds as bobbrew states? Sure, absolutely. Does this immediately get the beer to the setpoint? No, it doesnt work that way. In fact, now the temp diff is even more, until the beer cools down slightly as the air, in turn, warms up. To keep the beer at an absolute setpoint the amount of heat being removed by the cooling system needs to match EXACTLY the amount of heat being generated by the fermenting beer. Any system that cycles on and off, by definition, is not doing that, or it wouldnt be cycling. It would need to be infinitely variable, full time, like the fermenting beer. Even then, there would still be a temp difference between the beer and the medium, or there wouldnt be any heat flow ie cooling taking place. You CANNOT have EXACT temps between beer and secondary coolant, as long as heat is being produced by fermentation, or heat cant be removed. Not possible, cant happen. The more heat being produced by the beer, the more heat needs to be removed. If your system is efficient enough, and lag time on your temp probes is high enough, you may not see the constant temp changes between the beer and air, but they indeed are there. You may just see an "average" temp, but even then, the coolant has to be a bit lower than the beer. Physics. Put a ambient temp probe in a cup of water, glycol, whatever and set it in the chamber with the beer. This will slow down the temp swings and give a more avg reading. Seal it so that there is no evaporative cooling going on to skew things. The beer temp probe is in your fermenting beer. If the probes are EXACTLY calibrated to each other you should see a average Td between the beer and water. Will it always be between such and such degrees 3 to 8 or whatever? No, depends on the efficiency of the system, heat being produced by the beer, air flow in the chamber, etc. Might only be fractions of a degree. But it must be there, can get around physics. You will most likely also have different temps at different locations in the chamber, just like in the fermenting beer; find the right locations and you may think that, according to you temps probes, you are proving physics wrong. Remember you are looking for average temps.