It's not "signal switching", you see.
HVAC equipment is as old and varied as you can imagine, and there is higher current than you think running through those terminals, powering all sorts of nasties, oil burner relays, damper motors, crude AC contactors causing voltage spikes etc. HVAC low voltage power is as dirty as can be.
No one took this into account, they were more concerned with making the thermostat pretty.