Nest's biggest selling point is that it "learns" your
routine. It sees when you leave for work and turns off the heating,
and turns it back on before you return. In the USA, where the houses
are wooden (light construction) and heated with ducts in 15 minutes,
this works perfectly.
In Greece, houses are made of reinforced concrete and brick (Huge
Thermal Mass). If your smart thermostat completely shuts down the
boiler because you're gone for 4 hours, the walls will "cool
down". When you return, the boiler (especially if we are talking
about a heat pump or underfloor heating) will have to work at 100%
power for many hours, "burning" huge amounts of energy just
to reheat the cold floors. At the end of the month, this
"on-off" can cost you more than if you had the old
thermostat fixed at 20°C.
Conclusion: In Greece we don't buy a smart thermostat to "turn on
and off" the heating like crazy, unless we are away for days. We
buy it for the tuning algorithms.