That depends on what pellet stove you have, and what settings you put it on. If you don't have a big enough stove, or if you're set on auto-ignition where the stove turns itself on and off, then yes, it wouldn't warm up the furniture like a wood stove.I have a wood and pellet stove. I can walk into my room with the pellet stove and the air may be warm but many times the furniture is still very cool, the wood stove soaks everything with heat. I'm getting up in years and if I had to pick one, pellets, if I was 30 and had to pick one, wood.
If you have a big enough stove and set it to a constant burn, or manual ignition, it'll get hot and stay hot just like a good old fashioned wood stove.