I have had them fail both ways, most recently the freelander stat failed open followed by the RR doing the same. That said my VWs have never failed that way.

Check for air lock caused by reduced flow maybe?
 
I've had two fail 'by' over cooling one on a P38 and one on a 90; didn't work out why they failed but opening far more than they should at a give temperature was the problem, fixed by a new 'stat in both cases (with the same temp spec)

If they have lost their wax it is impossible for them to open. A weak spring on one with an intact wax pellet could let it open earlier.
 

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