You have an outdated driver. It is fairly easy to fix this.
For that themostat device, on its device page, temporarily swap the driver (Type) to Virtual Thermostat (hit Save Device). Once you have that, give it a setSupportedThermostatFanModes command with this string:
["auto","on"]
Then, swap back to the original driver (again, hit Save Device).
That should clear up this problem.
