In the united states, there is a 5th wire called “common” that carries a constant 24vac, which you could convert to 5vdc 600mA very cheaply. Here’s a prebuilt converter for $2.80 (plus shipping). Obviously you can do better on the price if you buy parts in bulk and include it on the circuit board. Some more designs here.
If I ever did buy a hestia pi, I would definitely suck out the 100-240v converter and hack in that smaller converter myself. I don’t know how you do things in europe, (if you have mains voltage behind all your thermostats), but it makes no sense to include a mains voltage converter behind a US thermostat. I’d either have to hire an electrician to come out and agree to leave bare wires behind (not sure that would be legally up to code), or run unsightly wires up the wall from the socket.
Another alternative is to use the dead space in the current case design to house AA batteries, for older homes that don’t have a 5th wire.
Either way, the Common wire needs to be an option, and I don’t think the mains voltage EVER makes sense to include.