And, really, how much benefit does internet connectivity really add to a thermostat anyway?
There are two benefits I can see:
1. auto-clock set - useful for daylight saving time, and avoids any drift
2. it's cool
But you have a valid point -- compared to my previous non-internet programmable thermostat, I'm probably using just a little more heat thanks to that internet connectivity. For example: I'm usually home by 6pm, so that's when the heat is programmed to be on. Generally, though, I get home at 5:45. Thanks to the internet, I just turn on the heat at whatever time I happen to leave work in order to come home to a warm house. When I travel, I keep the heat just high enough to prevent frozen pipes. Without an internet thermostat, this means I'd come home to a cold house, and just keep my coat on until it warms up. Now, I can turn the heat on from the airport, meaning I come home to a comfortable house, at the expense of having the heat running a little longer.
So yeah, I use my internet thermostat for convenience, comfort and coolness factor. I realize it doesn't save me any more money than a programmable thermostat does, but for me, it's still worth it.