I had the same problem, I even bought 2 just in case I had a bad one somehow, I just think they aren't really calibrated to anything, just some wound up bi-metallic material that is made to look similar enough to the original to get 10 or 15 bucks out of them. Whatever the case, when the counterweight is down the heat is off, when the counterweight is up (the spring is cold) the heat is on. I don't think mine ever had one since I have had it. And I have had it for 30 years, it started and ran just fine at 15 below. So I don't know how important the spring really is. The exhaust is bolted directly to the intake, so conduction is pretty good in that situation, not to mention the flapper inside is far from a tight seal. Also the intake sits over the exhaust for the full length allowing convection on top of all that. I do know if you force the flapper to remain in the heat on condition, the engine runs horribly.
