This is because a PD controller controlling system X is equivalent to a PI controller for the system (dX/dt). For example, a PI controller adjusting force to control velocity is equivalent to a PD controller adjusting force to control position.
If your system has a strong "momentum-like" term (larger than its damping), you need a derivative term to stabilize it. So a force-position controller needs D, but a room heater does not, because when you stop heating the room, the temperature doesn't keep coasting upwards (usually - there can be some phase lag if your sensor is far from your heater, or if your room is on fire).
A force-velocity controller (cruise control) also does not have "momentum", as you can see from the fact that if you stop applying force, velocity stops increasing immediately.