Unless the thermostat model has been changed, if you have it switched to fan and then hit the up or down arrows, it will cycle between Auto, Lo, or Hi speeds. If it is set to Lo or Hi, it will run when the heat is turned on. If it is set to Auto, it will not run when the heat comes on. It does help to circulate the air through. I have mine turned off and use a separate O2Cool fan to circulate the heat from under the bed where the furnace is through the rest of the cabin. It also helps provide cover noise for the furnace.

On the AC side, Auto will switch back and forth between Lo and Hi speeds for the fan and cut the fan off when the compressor is off. We find it better to have the fan speed set to Lo so that it will run constantly. It helps cover the compressor's cycling sounds and is a constant sound which makes it easier to sleep instead of the intermittent sound of the whole unit cycling on and off. The one I have looks like the Dometic Single Zone LCD White Thermostat. The On/Off/Mode button switches the display (and LED on the left side) to Fan, Cool, or Furnace. Forest River may be installing a different thermostat since we purchased ours.