It's not against code in all locations. You're essentially adding a power cord to your furnace and turning it's existing panel connection into an outlet.

Eg, in North Dakota

"If manufacturer instructions allow the use of not more than six feet of flexible appliance cord, it shall be permitted on permanently installed one hundred twenty volt twenty amp or less fuel-fired furnaces in residential dwellings."

https://www.law.cornell.edu/regulations/north-dakota/N-D-A-C...