Just look at the U-value. Windows are 1.4 - walls are 0.3. The scale is linear so walls are nearly 5 times better than windows. Lots of window = lots of heat loss. Don't matter how warm and toasty you feel - it just means you are using more heat to get to the same temperature. i.e. more heat loss.
My conservatory was the same in our last house which we sold 2 1/2 years ago. I did think that their may be an issue when the buyers survey was done but nothing was flagged up. Asked our local BCO after we moved and he said there was no problem.
As previously stated it's your house, you should be able to do what you bl**dy well want.
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