Well, "should" or "shouldn't" can get too complex to analyze.
There's no god given set of rights -- what we get to do is what the era/society/legal system we live in allows us.
And what's moral/good to do even outside or against what's allowed, is a matter of philosophy.
People expected to be able to smoke even on an airplane in the 70s. Nowadays not so much. Asking someone not to smoke "within 30 ft of this building's entrance" (a common sign), would seem as ridiculous to them as the regulation of heating to you.
The difference being that I don't pay a tax to the people who are inconvenienced when I smoke. Suppose everyone in an area set a price that they would be willing to smell cigarette smoke during their meal. If I pay them all that price, why shouldn't I be allowed to smoke? And some people would set it at +infinity, which is fine too, which would mean I don't get to smoke.
With heating, the government is placing a +infinity price on heat retention for buildings(with ceilings > 8'), but isn't actually enforcing that price in any other manner. Why not just charge progressively increasing amounts for electricity/gas expenditure? Right now, I can have a 100% legal, heat-efficient home, and heat it day and night by leaving the windows open. I wouldn't do that because I don't like to waste money, but that is just like I would not live in a house that was extremely energy inefficient.
Basically, if I want to pay for tall ceilings in my house, shouldn't I be able to, assuming I pay the appropriate amount?
>With heating, the government is placing a +infinity price on heat retention for buildings(with ceilings > 8'), but isn't actually enforcing that price in any other manner. Why not just charge progressively increasing amounts for electricity/gas expenditure?
Because they just want to impose a rule for what they believe is better for the environment.
They don't want to make it into a market product.
>Basically, if I want to pay for tall ceilings in my house, shouldn't I be able to, assuming I pay the appropriate amount?
That just makes it into something the rich can do while the poor can't. While indeed it also servers to lower the number of people doing't it -- it's not what any society that holds to high esteem any values besides net worth would want to do.
And I'm not just talking about the "tall ceilings" thing here, which might or might not be reasonable, but the more general question "shouldn't I pollute/waste as much energy as I want if I pay enough for it?".
Somethings we don't allow people to do at any price. Like kill people. Even if the victim also agrees. I, for one, don't believe payment trumps any morals in principle, and I wouldn't want that to be the case.
Whether it happens in practice (e.g. bribery etc), that's OK. But I wouldn't design a system where that's accepted and celebrated too.
