The blower motor doesn't use much power.
What it should be doing is running the burner a bit before the motor fires up, then running the blower after the burner shuts down until the ducts are blowing almost room temperature air.
Yes, the furnace does that. The general process is: 1. Ignite burners, 2. wait ~30 seconds, 3. start blower, 4. run for a bit, 5. extinguish burners, 6. wait about a minute, 7. turn off blower.
I suppose for maximum efficiency one has to consider the cost of natural gas vs. electricity for whether short cycles or long cycles (the length of step 4) are the most cost efficient.