> The 'off' setting on a thermostat is no different than when it is not calling for heat and it does not make any other failure mode any less likely nor does it reduce the risk of fire.
You're completely ignoring the difference between an unattended vs. attended fire. The former has a much higher risk of being destructive and spreading to the structure.
The "off" setting explicitly won't trigger in response to temperature change unattended, which is a similar concern to internet-connected thermostats; unattended operation. For those living in freezing climates they obviously must weigh the relative risks. That first use of the furnace in winter was always a monitored event back when I lived with parents in the midwest, and it was often accompanied by a burning smell we'd investigate and verify was just some dust and nothing serious.
Even if you refuse to acknowledge there's a difference in unattended vs. attended fire risks WRT the furnace, unexpected energy costs from continuously heating an unoccupied home can break the bank for some.
Even my Harman/Kardon amplifier's manual advises unplugging it when going on vacation because of the risk of it spuriously turning on wasting electricity and being a noise problem. Its capacity to waste energy (~1kw) is nowhere near that of a gas furnace, and it clearly doesn't utilize combustion as part of its normal operation.
Fortunately I no longer live anywhere burst pipes are a concern, and I'd never leave a heater setup to automatically run in my absence. It makes zero sense for my situation.
I find it amusing that you're qualifying statements with "well-maintained", which amounts to a tacit recognition of the risks. Well-maintained isn't the default, ignored and neglected is, especially for systems out of sight and out of mind.