Yes the stat you have at the moment works on two wires, that is because it is just an electronic switch which is powered by the batteries.
The DT92E is the same, it uses battery power to operate an electronic switch. But the RF version, which is the wireless version, transmits a signal to the receiver unit, this is the BDR91 unit which does require a permanent mains supply.
This image shows the wiring diagrams, all with a permanent L and N connected along with the two switched lives. and there is even a picture of it fitted with four conductors connected to the two terminal blocks inside it.
I am happy to be proved wrong as a wireless receiver which does not require a mains supply would be incredibly useful for some jobs, and I look forward to seeing the pictures of this unit installed and working without a mains supply!