Diagnosis
The thermostat is sending the signal, but there is a wiring or configuration mismatch preventing the furnace from activating.
How to Fix It
First, confirm the wiring. The most common issue is the Heat Pump O/B reversing valve setting. Navigate to Menu > Installation > Equipment > Heat Pump > O/B Reversing Valve. The setting must match your system: O for most brands (energizes in cooling), B for some (energizes in heating). Toggle this setting.
If That Didn't Work
Verify the terminal for the W wire. For a conventional gas/electric furnace, the W1 wire must be in the W terminal, not the W2/AUX terminal. For a heat pump with auxiliary heat, the auxiliary heat wire must be in W2/AUX.
Heads Up
Incorrectly setting the system type during initial setup (e.g., Conventional vs. Heat Pump) will cause this. Re-run Menu > Installation > Setup Wizard to ensure all equipment questions are answered accurately.