Are you sure you don't have an auto setting? Encountered a similar issue on our shakedown where we had to wake up, turn on the heat, then turn it off to get some rest after it warmed up. Next morning discovered the auto setting...but at least we found it. Just keep cycling through after you choose either "cool", "furnace", or "heat pump". Then you can choose "high", "low", or "auto". If you truly don't have an "auto" setting then you should expect the outcome you're experiencing where it's either on or off.
For what it's worth we also have the Dometic thermostat on a 2016 W. If you have any of the newer MBS's (R/S/W) I'd be shocked if you didn't have an "auto" setting.
2016 MBS 2401w