The title isn't just clickbate, it is a lie. There is no way to construe this research as being a form of power storage.
DR can also be provided by fast-responding storage systems like batteries and flywheels, which maybe explains the poorly chosen analogy to batteries.
I'm not surprised that it used more energy overall though because mechanical systems usually are most efficient when operating at a particular speed. Turning a huge HVAC system off and back on again quickly if it's not designed for that would probably reduce its operating efficiency.
A lot of Rooftop Unit (RTU) controls typically take an on/off command from the Building Management System (BMS) and the BMS programming will have a deadband range (+/- 2°F) in which no action will occur to prevent the repeated cycling of RTUs.