The nest cannot be always on because it is not provided with enough power. It has to use the power it has to charge an internal battery so they it can work at all. Always on would not have sufficient power.
Nobody has ever offered this in a thermostat with the possible exception of the RadioThermostat CT30/3M50, which has a JSON API and lets you manually control the relays.
As I understand it any temperature control designed for big refrigerators or freezers has this features. Some even allow you to pre-configure fan cycles (i.e. on for x minutes, off for y, repeat) and turn the cycle on or off depending on temperature or compressor state.