I apologize for writing my original question backwards. It should have said:
I ordered and received a defrost thermostat and wanted to test it before putting it in. The circuit is closed (zero res) out of the box at room temp. I thoroughly froze it with spray until it was entirely covered with frost, and it stayed closed. I put it under a heat lamp and at 84F it stayed closed.
I returned it because I thought it was bad. I received a new one and it tests the same way. I was assuming that the thermostat should be open until it gets too cold, then should be closed, to turn the heater on. But these are always closed. How can I test if the open/close is working?