Different chemistries produce different voltages per cell. Alkaline produces 1.5v, NiMH produces 1.2v, Li-Ion produces 3.6v. These are averages, the actual voltage varies over the current charge level of the cell. This variation in voltage is how the low battery alarm actually works, although Alkaline cells produce 1.5v initially, once they are nearly empty they are producing 1.1-1.2v. Your thermostats will likely work fine on NiMH batteries, if you can live with them continually complaining about the batteries being low.

There are, or at least were, rechargeable alkaline batteries, but they don’t last many cycles.

The 1.5v Li-Ions have a tiny circuit board on them that regulates the voltage down to 1.5v, which takes up space so the capacity is reduced. You could do that with NiMH, but it would have less capacity than the Li-Ion version, so there’s little point.

Eneloops are about the best rechargable AA and AAAs you can buy, they last close to forever. I’ve got some that are a decade old and still in use after thousands of uses and still about 80% of original. You chose well.

And it’s fine. I used to use them a lot for GPSrs. A pair of eneloops lasts about 8 hours in an Oregon. A pair of decent branded Alkaline AAs lasts about 7-8.

The voltage is not an indicator of charge life when you’re comparing different chemistries. The reason you’re seeing low charge is that your device is not calibrated for rechargables. In things that are, they have settings for both so you can select which you use. If your thermostats don’t, then they’ll always removed about anything other than Alkalines.

But there are 1.5v rechargeable AA batteries out there.

The light coloured Eneloop ones seem to have the lowest self discharge. I use them in Arlec PIR sensors without issue.

I’ve bought a few of these before (no affiliation) https://www.amazon.com/dp/B0CCL7TJ48

Edit: this is a link to 1.5V rechargeable batteries, which I commented before OP’s edit acknowledging them.

The voltage of a battery is dependent on what materials it’s made of and their electrical properties. So because of quantum physics and shit, a cell made of different materials will have a different voltage. The only real ways to change the voltage is to put multiple batteries in series like how there’s six little batteries in a nine-volt battery (but two NiMH cells would give 2.4 volts and overvolting can cause even more problems than undervolting), or have some kind of active circuitry to adjust the voltage (which adds a significant amount of inefficiency and therefore reduces the effective capacity of your battery, not to mention the cost of having a circuit board with many components embedded in the battery).

It really came as a surprise, is there a catch? Are they only good for low power stuff like remote controls?

Most AA battery powered devices are designed to accept a fairly wide range of voltages because the raw voltage from a battery is inherently variable, and 1.2 is almost certainly within tolerance (depending on how reputable the manufacturer is, there’s a good chance the engineers specifically tested it with rechargeable batteries to ensure they work, since it would be a really bad customer experience if they didn’t work) Besides, for high power stuff, usually it’s the current rating that matters, specifically, something called equivalent series resistance AKA how much the voltage drops when under load. High quality NiMH batteries can deliver a lot more current than alkalines so depending on what kind of load you have on it, the voltage of a NiMH might even be higher than alkaline when the voltage drop is factored in. I’ve personally never had any issues with NiMH’s in high draw devices.

There are rechargeables with integrated buck converters that can provide 1.5V, but they have their own issues.