Nest is designed to work with low-voltage heating systems (oil furnaces, whole home heat pumps, natural gas, etc.) In contrast, Mysa is designed for high-voltage (110V-240V) heating systems that are not compatible with Nest. Systems like: electric baseboard heating, in-wall fan forced heaters, and some convection heaters.
Mysa would not work in low-voltage homes, and Nest would not work in high-voltage homes. If you want to learn more, you can find some more information in this blog post.