I have a North Face mummy sleeping bag rated to 20 degrees. I recently bought a polypropylene liner from REI and have yet to try it out. First and foremost, it could be you.
Some people have higher metabolisms than others, and are better able to keep warm at night.
It could also be that you're not taking a few precautions before bedding down. Eating a snack, a chocolate bar or something similar can raise your comfortable temperature range by 3-4 degrees. Wear long underwear, of course, and the heavier the better. And, make sure you've got an adequate insulate pad - a lot of cold can seep up from the ground. That said, it could be the bag.