All HVAC systems must pull fresh air in from outside. Even if the ground is colder than the house, it is warmer than the air outside and so is useful to pre-heat the air.
For example, if it's -10F outside, and the tubes are below the frost line, that can warm it up to 32F before needing an active heater to boost it the rest of the way.
Modern furnaces only pull air in from outside to burn, run through the heat exchangers, then it's blown back out - the air that's moved around inside the house is simply recirculated. Where would the air from the pilings be pulled? We would need a huge reservoir of air to prevent carbon monoxide combustion issues.
I don't think that's correct (and it's certainly not correct for my system). Not drawing in outside air from time to time will make the indoor air quality very poor.
Modern furnaces take in outside air for combustion. Using up inside, warm air for combustion is doubly inefficient since you expel exhaust air you already sunk energy into and you are sucking cold air that has to be heated from a much lower temperature.
Modern code for cold climate houses is to be air sealed. A heat exchanger draws in fresh air, raises the temperature with existing heat and then expels cold, stale air outside. Very efficient.
When air sealing was new many buildings developed longevity issues like mold since any moisture issues couldn't dry. All those problems have been worked out and there are homes in extreme cold climates that don't need any energy from the grid they are so efficient.
Is your furnace high efficiency? Older models take in air from the house and then blow it out the chimney, but it's different in newer systems. The intake/exhaust are both pressurized and at least exit outside the house (in most setups they pull and exit outside, but I have seen where the intake is inside). The cold air return is usually in the basement and then just blows hot around your house. And yes, the air does get stale in winter.
For example, if it's -10F outside, and the tubes are below the frost line, that can warm it up to 32F before needing an active heater to boost it the rest of the way.