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Given that this was a limitation across all skills, and not limited to just one company’s product, I have to assume it was an Echo platform issue. Whatever the reason, as of a few days ago this is no longer a problem. You can now simply ask “Alexa, what’s the (device name) temperature? This is such an obvious feature that most people probably wont even notice. You’ll one day ask Alexa for the current temperature of the house and she’ll just tell you. That’s the hallmark of a great product, though, it just works the way you expect it to.
As with most Echo features, Amazon has already rolled this out to all of their products. So if you already have your thermostats paired with your Alexa enabled devices, you are good to go.