They do. You can turn them. Turns out this individual decided to mount his TV over his Nest[0]. So changing the temperature without the app requires removing the TV.

[0] https://twitter.com/jDantastic/status/1135313567346036741

My thought as well....and I'd assume the door locks still have keys? Power outages are a thing.

Regardless, I'm sure such physical access points will soon be removed in new versions and it will be hailed as "brave".

Yeah, they can be controlled at the thermostat. I was able to adjust mine locally but not via the app (or API in home assistant)