Indeed, here are a couple of choice quotes from the BME280 datasheet:
The BME280 achieves high performance in all applications requiring humidity and pressure
measurement. These emerging applications of home automation control, in-door navigation,
health care as well as GPS refinement require a high accuracy and a low TCO at the same
time.The humidity sensor provides an extremely fast response time for fast context awareness
applications and high overall accuracy over a wide temperature range.The pressure sensor is an absolute barometric pressure sensor with extremely high accuracy
and resolution and drastically lower noise than the Bosch Sensortec BMP180.The integrated temperature sensor has been optimized for lowest noise and highest resolution.
Its output is used for temperature compensation of the pressure and humidity sensors and can
also be used for estimation of the ambient temperature.
And
Temperature measured by the internal temperature sensor. This temperature value depends
on the PCB temperature, sensor element self-heating and ambient temperature and is typically
above ambient temperature.
The BME280 does have a very accurate temperature sensor, but the temperature it measures is higher than ambient.
For a best chance at accuracy, you’d be best to only power on the BME280 intermittently.
