weather conditions changed so your house temperature needs changed
you want the house to be warm or cool when you get home, similar to the main benefit of remotely starting a car
I know many dumb thermostats support scheduling, which might preempt the last one, but if - again - you forgot to set that up or you didn’t know when you were going to be home, it would be a boon to have a way to address that.
Also, most of the smart thermostats I’ve seen have temperature threshold alarms. If a fire starts, you would get a notification and hopefully be able to do something about it. Or if the climate control system fails while you’re out, you can respond as appropriate.
I agree that there is no biological imperative for smart home equipment, but I have appreciated mine many times; and I mostly self host, so in theory I’m not giving away data. To me, the only downside is the cost, which comparatively isn’t really all that bad in many cases.