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@Edent first of all, in some cases the "smart" devices won't allow you to start using it without it being connected:
https://www.coolblue.nl/en/product/877354/tado-smart-radiator-thermostat-starter-duo-pack.html#product-specifications

True, this particular one is not a TV, but there is nothing stopping manufacturers to make that kind of requirement obligatory. Some Sony TVs already requires agreeing to Google's ToS before any functionality can be used at all:
https://www.sony.co.uk/electronics/support/articles/00114157

Easy step from this to "you need to be connected for compliance reasons" or whatever.