Happy with my weather compensating Vaillant 838 with rad valves. Controller lets me run it all the time ("German" mode) and it will sleep when there is no heat loss in the flow.
The building regs require a boiler interlock that shuts the system down completely when it's not required, for energy saving purposes.
For your system to detect that there isn't any heat loss, there must be heat put into the boiler and pipe system for it to detect. That is wasted heat, if it's not needed.
With a thermostat, the system shuts down completely when not required, so that no energy is consumed.
Room thermostats work brilliantly when they are located properly ie in the last place that warms up, and a place not subject to other sources of heat, so that all of the other rooms with TRV's are already up to temp first. They also prevent the heating starting up at all if it's not required.
Digital thermostats are also very accurate, when mine clicks, I can't tell by the temperature of the room if it's turning the heating on or off.
My experience of weather compensation, which I have to admit was some time ago, is that it can work well, but generally only for buildings that are heated continually. For example if you only have the heating on for short periods of time, the house can still be cold, even though it might be fairly mild outside, so you would want it heating up quickly, but the weather compensation because it's mild outside will hold it back. It also doesn't take into account very cold days with bright sun that can warm the house through the windows.