Commercial grills do exactly that. There's just a thermostat built into the gas valve which uses a sensing bulb to modulate the gas flow based on actual temp and set temp. They don't even need electricity let alone wifi.

Sometimes you need cook on different temperatures at different periods. Sometimes you want to set it to cool down or heat up and instead of waiting near it, you could just set the target and let your phone ding when it's time.

I don't think it's better. It's a different way to achieve that, but there is nothing inherently bad with whatever appliance that can do more than one thing. We shouldn't expect the makers to be satisfied with the shitty job at programming damn things however.
I do want all my appliances to have wireless connection, I do want to talk to my kettle and set my oven temp on my phone.

Iirc, you can also control the temp, presumably by interacting with the pellet hopper or fan. This will be specific enough for a BBQ that an integrated component makes sense.

Sometimes I just need a device that can do what I want it to do. Obviously I don't want a device that can be bricked, but that's just a shitty programming, not a condemnation of the whole concept. I have a whole host of devices that never brick themselves, and I intend to get more.