I had exactly the same experience with my Nest thermostat. I think Nest's assertions about furnace compatibility are a marketing wash. The three support people I spoke to were explicitly disinterested in knowing the make and model of my furnace.

I appreciate the company's consumer electronics mindset, but they need to take the business of running HVAC systems more seriously.

My "dumb" thermostat is back on the wall and successfully running my heating system (to the schedule I've programmed it) as it's done for years.