I'm honestly curious why any non-smart thermostat would need a PRNG. Can you give examples why it would be needed?
I'm assuming my thermostat is a input-output machine where the input is detected ambient temperature (computed internal to the device) and the output is either RUN_FURNACE or DO_NOT_RUN_FURNACE.
Though I'm sure that's true, a simple thermostat can be built without any electronic components at all, using only the simplest of analog mechanisms, so it's hard to see how it's relevant.
I think the point was that if they're fast enough to connect to the internet they will be fast enough to calculate PRNGs. If they're not connected to the internet, they don't need them.
The idea of a thermostat using its own detected temperature as a random input to help set the temperature would be horrifying, if I weren't already convinced that that's how mine works.