I think Which? (The Consumers' Association) brought this to my attention. I can confirm I had a DeLonghi 3kW rated oil filled rad. The heating element was indeed 3kW and when switched on and running, it would draw 3kW through the electricity meter. However, once the oil was warm, the radiator was unable to transfer the heat out of the oil as fast as the heating element was heating the oil. So at this point a safety temperature heat limit thermostat stopped it heating any more until it cooled down a little (all exactly as described in the Which report). In practice, in normal usage, the 3kW rated oil-filled rad was converting electricity into heat at around 2kWh per hour if I remember correctly, not 3kWh per hour as would be expected.
Since a water-filled radiator in use in a central heating system is rated for conditions that are not anywhere near that far out from normal usage conditions, a 2kW central heating radiator will chuck out (roughly) the 2kW you would expect.
As such I would agree with you. If it's rated at 3kW it should do that! And, in practice, a fan heater, halogen, or even the very cheap type of convector heater where you can see the wires generally does do that, so I think it's very misleading.