Why does the temperature gauge go down when driving on motorways etc?

I have a Rover 75 and when I'm driving within town and in traffic, I've noticed that the temparature gauge is fine - near or about midway. But once I'm on open roads like the motorway, it drops back to the blue zone. Hence, the heater blows cold air. This is worse in cold weather.
Could this be a thermostat issue?
I recall having the thermostat changed last year by someone and he mentioned it can be set to some setting. I'm not sure if this is the reason for this.