I think some of not all have a temp sensor in/on the thermostat housing. What
@Octoparrot is saying: if you're going through the trouble of changing the stat, while you're at it you just as well put a new Temp sensor in and save yourself time doing the job again down the line. (unless time is cool, and you don't mind doing it again of course).
when I changed my spark plugs, Mine was also very tight, awfully tight.. but eventually they came free
you could try squirting some WD40 down the whole, wont do much harm. it will probably just smoke for a little bit once started up afterwards.