Goodman furnace not entering cool down period with new thermostat

Hello,
I have a Goodman GMSS96 series furnace, propane. Installed for a few years and working fine with
an ancient Honeywell dial type thermostat with the mercury bulb. 2 wire (red and white) configuration.
I decided to get an Emerson Sensi wifi thermostat and connected the red to RH and white to the W/E terminals.
The thermostat turns on and runs fine, then when it reaches temp shuts off.
The problem is the whole furnace, including blower, just shuts down completely when it reaches temp. No cool down period.
Previously, when it reached temp the burner would shut off and the blower would continue to run for a minute to cool down the plenum.
I reconnected the old dial thermostat to verify and when it reaches temp the furnace enters its normal cool down period.
In my mind, the thermostat should function as a simple on/off switch when wired like this and there should be no difference.
Does anybody know why the Sensi causes the furnace to not enter its cool down period?

source https://hvac-talk.com/vbb/threads/2235580-Goodman-furnace-not-entering-cool-down-period-with-new-thermostat?goto=newpost