I looked in the FSM and it does say to oriented it according to the mark. Besides those thermostats with a small vent on them I think there could be another reason.

On some of the Engines there is a temp sending unit/probe on the upper front portion of the thermostat housing (the part that the lower hose attaches to). Lining up the thermostat properly possibly keeps the arched frame of the thermostat out of the way of the probe if it happened to be long enough to make contact with the arch.

When I look at the OM 615 manual on CD it shows the temp sending unit. On my 84 300D that front Thermostat Housing has a spot on it where it looks like something should go but it is not drilled and tapped. It is a balk cylindrical indentation.

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84 300D, 82 Volvo 244Gl Diesel