I'm not sure it is needed. It depends how the system is set up, and some of the systems have a central control that is very modifiable and in which you can change the setup just by altering the programming rather than actually having to make physical changes, but - in short - I can't really see why you'd need to have one room dictating when other rooms are coming on. Having a room thermostat that switches the entire system on and off only makes sense if you have mechanical TRVs that have no way of telling the boiler that the room they are in is a bit cold and can it please send some hot water their way, which, in my opinion, doesn't really make for a very good system.
As gmartine has said, the disadvantage of having an all-wireless-TRV system in which any single TRV can fire up the boiler, is that the boiler might not like working under, potentially, extreme part-load. That said, as long as the installer fits a bypass valve, I suspect the boiler may run happily enough albeit at reduced efficiency, but the fact that none of your house is ever overheated may result in a lower overall fuel consumption than a boiler running efficiently and overheating parts of the house will. System efficiency vs. boiler efficiency is an interesting topic, in my opinion.