I'm particularly struggling to understand the point of the room thermostat and why I can't just control heating/limit costs at the radiator in each room.
You can, Drayton Wiser has that option.
However, there are so many systems and options, there is no one correct answer, so the major change was the condensing boiler, these boilers unlike the previous types, needed the return water to be cool enough to extract the latent heat from the flue gases, so the whole system needed to change to suit the new boiler.
There was early on the Honeywell EvoHome
which allowed one to control the home room by room, but in the main, we did not have programmable TRV heads, so neither could we really have a programmable wall thermostat, they will simply not work together.
So there have been attempts to use non-programmable TRV heads, with a programmable wall thermostat, by not having a TRV in the same room as the wall thermostat. And there has been a lot of talk about when using TRV to do all the control, as to how the boiler works when only one is asking for heat.
Basic idea is, as the TRVs close the by-pass valve opens, sending hotter water back to the boiler which in turn causes the boiler to modulate (turn down) until it has modulated to its minium output at which point it uses a mark/space ratio turning the boiler off and on to further reduce output.
So with say this house with 14 radiators, as the first 7 slowly close great, but if the boiler can only modulate to 6 kW, and each radiator is 2 kW, then by time we reach the last area to reach the threshold, the boiler will be turning on/off all the time, so it seems to make sense to link some radiators or use some method so the boiler cycles less.
So it seems prudent not to have all linked TRV heads, but which are linked, and which are not, is not so easy to work out. I have my wife's bedroom linked, and no other bedrooms, they all have programmable TRV heads, but only hers is linked, so once her room is warm, the heating will turn off even if other rooms are cold. And the other bedrooms have the TRV heads set a little higher so to ensure we don't have only one room needing heat.
So heating systems are designed by heating and ventilation engineers who work out what is required, engineer means over level 3 trained, i.e. they went to University not just a tech collage. To have an engineer design the system cost money, I am only an electrical engineer, but I did expect to be paid more than someone with just a level 3, so often heating systems are not designed, they are just put in the same way as they have done for the last 50 years, and often not to the best design, this has resulted in many heat pump installs being very expensive to run, as the design has been simply this is how I have always done it, not working out what is needed for the home.
I live in a house designed with 5 bedrooms, but only 2 are used as bedrooms, and this is common, so the heating system needs to be flexable and able to use rooms as an office etc, which may not be on the ground floor, so two zones don't work, each room is its own zone.