All heat systems have power running through the thermostat, It’s how they work. Thermostats are just temperature controlled switches. when it wants heating, it closes the contacts and connects the wires together in specific fashion. with a 2 wire system, it just connects the only 2 wires it has coming in.
Your option is to either run a third wire to provide a common path back to the transformer, or to connect a 24VAC wall adapter to Rc and C and connect your existing wires to Rh and W.
The reason the nest can use only 2 wires is because it has an internal battery that is charged by “stealing” power from your system when it is running. They wyze does not contain a battery and does not steal power, thus preventing the wyze causing the same issues that the nest can cause - relay chatter and premature furnace relay failure to name a couple,