Activity driven glassy dynamics is ubiquitous in collective cell migration,intracellular transport, dynamics in bacterial and ants colonies as well as artificially driven synthetic systems such as vibrated granular materials, etc. Active glasses are hitherto assumed to be qualitatively similar to their equilibrium counterparts at a suitably defined effective temperature, ff. Combining large-scale simulations with analytical mode-coupling theory for such systems, we show that, in fact, an active glass is qualitatively different from an equilibrium glassy system. Although the relaxation dynamics can be similar to an equilibrium system at a ff, effects of activity on the dynamic heterogeneity (DH), which has emerged as a cornerstone of glassy dynamics, is quite nontrivial and complex. In particular, active glasses show dramatic growth of DH, and systems with similar relaxation time and ff can have widely varying DH. Comparison of our non-equilibrium extended mode-coupling theory for such systems with simulation results show that the theory captures the basic characteristics of such systems. Our study raises fundamental questions on the supposedly central role of DH in controlling the relaxation dynamics in a glassy system and can have important implications even for the equilibrium glassy dynamics.