Poor engine heat regulation. A thermostat is for keeping an engine warm, not to cool it off. As you see, the delay you've put into the system by making the heat travel through the thermostat assembly before getting to the actuator chamber is causing the engine to run too cold in cold weather. This will accelerate engine wear at the cylinder walls from the pistons not coming up to proper running clearance, and probably has a negative effect on your gas mileage. It may also cause more cylinder wall and ring wear as more than sufficient gas is admitted to the chambers, washing lubricating film from the cylinder walls.

It is bad.