I'm not aware of any "automatic opening of the valve when the batteries run out" feature. I've had batteries run out on me many times and never had this happen.
I think you're just unlucky and what has happened is the valve has opened to warm the room up to the regular set temperature and at the point where the valve has fully opened and stalled the motor the HR92 has then "crashed" due to a low battery condition and left the valve mechanically fully open, so the room has continued to heat uncontrolled.
I would be checking the tension on the battery contacts as they can lose tension and become unreliable, then when a heavy load is caused by the motor stalling at the end of the valve travel the unit suffers a "brown out" that reboots it or leaves it in a confused state. (Poor battery connection at the contacts can cause sudden unexpected shutdown of the HR92 which is not proceeded by the normal low battery warnings on the controller)
This is nothing to do with frost protection. Frost protection will open a radiator valve if the measured temperature gets below 5C - clearly this is not the situation here. Frost protection is nothing more than a 5C minimum set point - it won't heat the room significantly past 5C and certainly not to 30C...
I agree that there should be low battery warnings via app or email though - users have been clamouring for this for years now to no avail.