Respond to the weather? Its a thermostat. Even a decent bi-metallic strip thermostat will "respond to the weather". Its not like the thermostat needs to do anything different if its an especially cold day outside, it will keep the indoor environment as you programmed it. How do you think thermostats worked before the internet?
The only "respond to the weather" idea I'd like would be to account for especially humid days as sometimes the temperature is fine but its really humid in the house. But once again it doesn't need to reach out to an API to figure out the humidity outside at some airport 20mi away, it just needs a local humidity sensor.