Not counter-intuitive at all. Jevons Paradox doesn't apply to things with inelastic demand, but distinctly does to others. Among other things, that's why everything is so brightly lit 24/7/365, because light became cheaper and cheaper.

https://www.cam.ac.uk/research/news/insulation-only-provides-short-term-reduction-in-household-gas-consumption-study-of-uk-housing