Why isn't my thermostat clicking on/off automatically?
If they have replaced it twice, it is likely that the fault lies elsewhere or the thermostat is miswired.

I replaced mine with one that incorporates an indicator lamp to show if it is on (signalling heating system to provide heat)



This type of thermostat incorporates a "heat anticipator" that receives power when the thermostat is "on". If miswired, the heat anticipator can be on all the time and cause the thermostat to think the temperature is always high - and so never switch on the heating.

This particular thermostat operates at high voltage, so unless you are comfortable working with voltages that can easily kill you, you should get an electrician to do any investigation or other work.

There are a huge variety of thermostat designs, so what applies in my part of the world may not apply in yours.