We have a modern digital thermostat that we mainly use during the summer months and we have noticed that if we have all the windows shut then the temperature (on the thermostat) does not change as the temperature of the room changes (we measured room temp independently of the thermostat). But the kicker is that if we open a window, even only a couple of inches (just has to be one of them, not all) in the house, the temperature on the thermostat would change quite rapidly and then settle to the actual room temp. Also note that the outside air is not any cooler than the current inside temp.
Based on an internet search all we could come up with is to insulate the area inside the wall where the thermostat is located since they seem to think that there is warm air blowing within the walls, but I'm not sure why opening a window would cause warm air to escape in between the walls behind the thermostat.
Does anyone have any other ideas as to why the temp only changes when we open a window?