Avantronica is correct.
However, it should also be known that some manufacturers are releasing products where you internally (mostly via software) are able to decide if Out will function as Thru (merging internally made MIDI transmissions with what comes at the input). Thereby they´re able to save some cost, or advertize it as being a little bit more advanced than competitors. Others, may have the option that allow you to choose if Thru port will function as an second Out port (routing internally made MIDI, while filtering what comes at the input).
So in that view, it´s not surprising if some expects the Thru/Output to have a slightly different function than what the MIDI standard says. They may have come across one of those products which made them believe that what they had in their units were the MIDI standard.
Anyway, glad you seem to have sorted it out…