Can you elaborate? I installed my nest years ago without a common wire and it…seems to work but I have horrendous gas bills and the system cycles often, but I attributed both of these to the poor insulation of my 120 year old building.
The Nest gets around the common requirement by cheating - it charges a rechargeable battery by leeching current into the signal wires. If the endpoint is a coil on a relay or solenoid, this usually causes no problem, it often causes no problem if the relay is solid state, but on some equipment that return current will switch on the equipment when it tries to charge its own battery. In other cases it won’t charge at all. Usually it’s quite clear if this happening as the equipment will be cycling even with no call for heat.
(I thought it was a shortage of return but once I eliminated that I cut open the furnace and found the problem)