I would expect that you can simply put a240v feed onto Lr to get the boiler to run (I've used nano air for this before to make life very simple wiring wise)
Loxone is now you programmer and thermostat.
On a traditional system the programmer would turn the supply to the thermostat on and off which would in turn turn the boiler on and off.
With loxone you programmer it by saying I would like it to be 12c all night. At 6.30am it is 20c until 8 when is 12c... And you get the idea.
The thermostat and programmer are combined and as such can go across the thermostat connections in your boiler. As you rightly say, the boiler programmer need to remain permanently on so the Ls terminal remains live
I trust that makes sense
Andy
An RCD and an RCBO in current balance mode check to ensure all the current that left the device returns to the device. If there is more then 30mA of imbalance it trips. The assumption being is the someone is electrocuting themselves. ie the returning current is going via the person to ground.
In your case no one is being electrocuted but the Loxone switched Line current from the relay is returning via the neutral to a different protection device.
Hope this helps.