I agree they're overblowing it for comedy, but holy hell do I hate 'magic links'.
Have them as an option sure. But for everyone with a password manager they're multiple extra steps that make the sign in process clunkier.
If you have 2FA they're actively useless security theater.
The Honeywell ones are nice and simple and have instructions for whichever number of wires you already have. With stickers for easy labeling as your removing the old one. They have a few models for whichever network you prefer.
The different wires can be intimidating, but they're all standard colors. And your dumb thermostat is already wired with everything you need. The smart one mostly just adds a radio.
The wires are basically: power to the thermostat, ground, and a number of different signal wires for "AC on", "furnace on", etc that when the respective wire gets 5v(?) that device turns on.
Thermostats are very simple devices that just regulate when the high voltage devices should turn on. Things do get a bit more complicated if you have a bigger house with multiple HVAC zones and stuff but most people don't have those. And even if you do, that's mostly just more wires to connect that will already be there.