The thermostat does not have a huge current draw. So perhaps the way the wire was on the other end , resistance or otherwise - distance and wire type can also being a factor (voltage drop due to higher resistance.). Doubling the wires is not such a big deal as you might think - current travels in parallel.
That said :
You had the same people who installed the unit come out .. hmm ok you're not happy with the wiring what to expect $100 to pull single wire.
Your reasoning behind upgrading the thermostat is more to the point -
Why did you want to change the thermostat ?
You did say it was a Honeywell - so that leads me to thinking you are experiencing some sort of cycling problem and it might be costing you a few dollars on your electric bill. The wiring would not be the issue - the Thermostat would though - my experience with Honeywell is not to buy them - they cycle way too much.
I prefer to use LUX - much better and usually has adjustable cycling range 1 to 3 degrees from temp for switching on and off - 2 degrees not a big deal but saves lots of $$.
Honeywell is set for .5 Degree generally un-adjustable. T-Stat 74, Thermometer above 74.0 Honeywell switching on as fast as it switched off (with in one minute). Thermometer never changed from 74.0 degrees nor did the thermostat yet my unit was cycling back on. Changed to LUX problem solved.