The Volt heater is up to about 7 or 8 kW, so a lot more heat output than your home oven. However, it has to heat coolant with that, which takes some time and a lot of power. Heating the air would be quicker, but probably less safe and element might not last that long.
As others mention, settings are important. Make sure temp setting is notably higher than ambient temperature and use max if you want it to get hot. Sure, the gas engine makes more heat available, but Volt's heater should be fine down to 0F or colder.
For my Gen 1 Volt, fan speed of 3 or less (more lowers the temperature too much), and manually set vents to face (unless windows fogging). The auto climate mode in the Volt is terrible, in the winter it only blows out foot/defrost leaving me cold so I have to override the zone and fan speed. I set to "Comfort" (similar to your MAX I believe) and make sure the climate power shows 100% and it gets hot in a couple minutes (similar time as gas engine takes).
As a warning though, in bitter cold winter with max heat and ERDTT disabled my EV range might be 15 miles instead of the summer range of around 40 miles in my gen 1 (EPA is 35).