Sean wrote:

We have a WB 24 CDI combi that doesn't have an externally mounted
room stat fitted, although one can be connected.

All of the radiators have stats on - am I right to assume that the
boiler has an internal stat that senses the (heating) water temperature
as it flows though the system and adjusts dependant on how high up
front panel knob is turned?

Probably not: my guess is the lazy and/or ignorant installer skimped on it.
What does it say in your Benchmark log book under Time/temperature control
fitted?

I'm wondering if there are any advantages to having a room stat for
this boiler.

Energy efficiency, compliance with regs and longer life of the boiler.