In the pursuit of scalable and energy-efficient neuromorphic devices, recent research has unveiled a novel category of spiking oscillators, termed thermal neuristors. These devices function via thermal interactions among neighboring vanadium dioxide resistive memories, emulating biological neuronal behavior. Here, we show that the collective dynamical behavior of networks of these neurons showcases a rich phase structure, tunable by adjusting the thermal coupling and input voltage. Notably, we identify phases exhibiting long-range order that, however, does not arise from criticality, but rather from the time non-local response of the system. In addition, we show that these thermal neuristor arrays achieve high accuracy in image recognition and time series prediction through reservoir computing, without leveraging long-range order. Our findings highlight a crucial aspect of neuromorphic computing with possible implications on the functioning of the brain: criticality may not be necessary for the efficient performance of neuromorphic systems in certain computational tasks.