New Radiator Thermostats Misbehaving?

I’ve just installed Radiator Thermostats on three radiators in one room. The one that’s set as the Measuring Device is not coming on when the other two do.

Surely they should all come on together? It’s ironic that the measuring one is the one that’s not.

I have tried deleting and reinstalling this one, but I’m still getting same result.

Any ideas please?