This is only a concern if you are installing a multi-zone heating system.

In this case, if all the radiators in a room are boxed in then the smart TRVs (thermostatic radiator valves) to be fitted on the radiators cannot accurately determine the temperature in the room.  So they cannot turn the radiators on or off at the correct time.

As a result a single zone thermostat must be placed in the room.  This will determine the room temperature and send signals to the radiators to open or close to adjust the heating to match your settings.

However if you have combined more than one room into a zone, then the single zone thermostat is only required if all radiators in a zone are boxed in.