Except that an IR thermometer can be even further off. The albedo (roughness) of the surface being measured can make a huge difference in the reading... not only that, the surface temp is not necessarily the same as the fluid or gas temp inside the object being measured!
So you also have to calibrate your IR gun to the particular t-stat housing you are measuring. I recommend a glass lab thermometer (remember those from high school and college classes?). They stay accurate unless broken.
It's like the old saying, a man with one watch always knows what time it is. A man with two watches is never quite sure...