It probably only has a Bluetooth radio and no WiFi for cost and power savings (Nordic chips are extremely power efficient), so in order to talk to it, you have to do it with Bluetooth, but then they make the protocol completely proprietary so you can only use their app, and then make you have your internet on and their server reachable to enable looking at the data as a sort of DRM/make sure that they can harvest your data.

That is my guess though. If it’s true, the thermometer is probably hackable unless they went all out on Bluetooth encrypted pairing.