Or just remove the thermostat from the wall, and turn the heating on by shorting the signal wires together.

Yes, or that. Point is, the only thing that’s locked/secured is easily removed and replaced by a dumb, easily acquired device. Nobody that has accepted the responsibility of home ownership will be denied access to heat due to a smart home thermostat that they don’t have full access to.

After I bought a house, I couldn't turn off the dining room chandelier lights for three days while I figured out the box they'd stashed in a cabinet had a radio transmitter that talked to the light. A while later I paid an electrician to run some wire through the ceiling and a wall, and install an outlet with a switch.

There was also an outlet in another room with some complex controls. It stopped working after a while. Turned out the switch - which is connected to a freaking electrical wire - required a battery to work. I had that taken out too, and good riddance to all of it.