In my office building we have a heating dial that has a single wire coming out of it. The wire is connected to some simple mechanical gadget that is in turn connected to the radiator. When the dial is turned, the gadget presses a knob on the radiator. The single metal (aluminium?) wire very thin (1mm), I don't think there is air or another wire inside it. I believe there have to be 2 wires to pass electrical current. How does it transfer turn from dial into the gadget?
It's almost certainly capillary tubing with a fluid inside it.
Older HVAC systems often used a pneumatic control system, so that would be a small air tube that is transmitting a change in static air pressure based on the position of your knob to a controller somewhere that interprets that change and sends signals to valves that control the flow of hot water or steam to your radiator.
Pneumatic controls were the state of the art in building management systems for decades, but hardly anyone uses it any longer because 20 years ago people started using what's called Direct Digital Control (DDC) systems. Older buildings however are often not retrofitted with DDC until the old pneumatic system finally fails completely, owners will keep using it to avoid the expense of changing. But DDC systems are more accurate and can often be justified by looking at energy savings. It's just that some people are resistant to spending money now even if it will save money in the long run.
Try this; GOOGLE, Danfoss radiator valves or Honeywell thermostatic radiator valves and see if any of these valves and controllers are similar to the device that you are referencing.The ones with a remote type wall thermostat or controller have a thin metal wire that has a liquid inside. These devices are used to control the heat in a water or steam heating system.