I don't know enough to argue with any confidence but this is very surprising to me. Ignoring for a moment the thermal conductivity of different mug materials, it seems like a large amount of energy would go toward heating the mug up to near liquid temperature rather quickly. Then you'd have at least as much heat loss between the mug and air (compared to exposed liquid and air).
The mug I imagine we're talking about is a ceramic mug, which I believe to have high thermal conductivity just based on what processor covers are made of. It also has plenty of mass.
If you're talking about an insulated mug obviously this changes. But just the fact that insulated mugs exist proves my point that a large amount of heat is lost through the mug...
However, if we really want to overcomplicate things we could consider the possibility of an insulating air pocket in a half-empty cup, leading to less convective losses. Consider a vacuum flask half full of hot coffee outside in a strong wind. If you fill it to the brim with creamer it might cool faster. Evaporation might become important too.