I just want to set a temperature on the thermostat and have the room temperature match. Why is that so difficult?

heat rises. So naturally putting the unit on the wall that measures temperature at an 8ft height is going to have issues outside of what you are accustomed as opposed to a traditional AC where the thermostat is primarly installed around 4 to 4.5 feet off the floor.

Typically in the mini split realm these controls are proprietary controls. So you will need to contact your installer / or Mr. Cool to see what your options might be.

I just read the manuals.

1. If you use the Mini-stat, don't use the remote control. Control the unit ONLY from the Mini-stat. Using both would be like trying to control one TV with two remote controls; they will interfere with one another.
2. "it seems they all measure the current indoor temperature up at the indoor unit on the wall." That makes sense as the room temperature has to be measured from a fixed location and both the Mini-stat and the remote control can be moved around. If you wanted the room temperature to be measured elsewhere, you'd probably have to use a conventional thermostat such as the Universal Thermostat.
3. "[I] already see that IR signal is very poor from the remote and often fails to talk to the indoor unit unless I'm directly pointing it at the unit." Right. Infrared (IR) remotes are line-of-site; the remote and the Mini-stat need to be able to "see" the unit, just like a TV IR remote needs to see the TV.
4. "or an app you use on your phone" It gets confusing because you can use a phone app to control the Mini-stat OR you can use a phone app to control the unit (maybe just some units???) directly if equipped with the so-called Smart Controller. If I were using the Mini-stat and wanted remote access, I would configure it's wi-fi capabilities. If I weren't using the Mini-stat and wanted to control the unit remotely I'd configure the Smart Controller.

Vaulted spaces are more difficult to heat and cool than rooms with 8 ft, 9 ft or even 10 ft flat ceilings. Air stratification is fairly common. You may find that installing a ceiling fan can help to keep the space more comfortable year 'round.

The Mr Cool mini-split does a fine job of heating and cooling our space. We do have a ceiling fan, but it isn't needed. My issue is with the thermostat controls.

I gave up on the standard remote and direct app control, and just use the mini-stat now. The room temperature reading is basically useless, even after calibrating.

In heating mode I have to set the mini-stat at 72 degrees to maintain a temperature of 70 degrees in the room. Meanwhile the mini-stat says it is 69 in the room.

If I switch to cooling mode I have to set the mini-stat at 74 degrees, to maintain the same 70 degree temperature in the room. The mini-stat still says 69 in the room, even though I know it's much warmer up near the AC interior unit.

So, I gave up trying to achieve any accurate room temperature readings and just settled on set numbers that would give the desired room temperature. 72 for heating, 74 for cooling, ignore the room temperature readings. Thankfully the thermostat for our electric heaters is right below the mini-stat so I can get an accurate room temp reading from that.

From the Remote documentation:

"Push this button to initiate the FOLLOW ME feature. The remote control will display the actual temperature at its location. The remote control will send this signal to the air conditioner every 3 minutes until FOLLOW ME is pressed again. The air conditioner will cancel the FOLLOW ME feature automatically if it does not receive the signal during any 7 minute interval."

Because the Remote is infrared (IR), you will only be use the remote if it can "see" the unit. Also the documentation says the Remote will only work if it's less than 26-1/4' away from the unit. But again, I don't think you should be trying to use both the Remote and the Mini-stat to control the unit.

Again, I'm only using the mini-stat now.

I tried using the Follow Me feature on the remote, but it didn't seem very accurate either. Follow me also turns off any time you switch from heat to cool and has to be reactivated. Not exactly user friendly.

I actually found a follow me option in the mini-stat settings, but it doesn't appear to do anything. It still reads the temperature at the AC interior head unit on the wall.

"I gave up on the standard remote..."

What happens if you press "Follow Me" and leave the remote at the location where you want the room temperature to be measured (you could hang the Remote Control Holder there) but don't use the Remote for anything else? I think the Remote would register the "correct" room temperature (not 69) while you could still control the unit with the Mini-stat.

"Follow me also turns off any time you switch from heat to cool and has to be reactivated. Not exactly user friendly."

Wouldn't you do this, say, twice a year?

This time of year it's not uncommon to go from 90's to 60's and back again. I have already switched between heating and cooling a few times since I installed the AC a couple weeks ago. Most days I just leave the ductless turned off and open the windows. I prefer the fresh air anyway.

As for follow me on the remote, I didn't like the look of the remote to start with. But, I tried the follow me function anyway and didn't see that it maintained the temperature any better. It may have just been coincidence, but it seemed like there was a bigger temp difference between rooms when follow me was used.

If I get motivated I might try some other thermostats, but will probably just stick with the wall mount mini-stat and set it to whatever number feels comfortable, ignoring the room temperature.

"I tried the follow me function anyway and didn't see that it maintained the temperature any better."

I don't see any reason it would.

"It may have just been coincidence, but it seemed like there was a bigger temp difference between rooms when follow me was used."

I don't think so.