I contacted one of their support guys, eventually I was put through to a senior agent. After I quoted a bunch of consumer laws (at least here in the UK) he was adamant that their terms of services lets them change features as they wish so legal action is definitely going to be the only way forward.
From the follow up email:
"Any product feature can be changed at Nests discretion under the terms terms of service. It is for this reason that I cannot refund the cost of your thermostat."
