We consider an impurity immersed in a Bose-Einstein condensate with tunable boson-impurity interactions. Such a Bose polaron has recently been predicted to exhibit an intriguing energy spectrum at finite temperature, where the ground-state quasiparticle evenly splits into two branches as the temperature is increased from zero [Guenther et al., Phys. Rev. Lett. 120, 050405 (2018)]. To investigate this theoretical prediction, we employ a recently developed variational approach that systematically includes multi-body correlations between the impurity and the finite-temperature medium, thus allowing us to go beyond previous finite-temperature methods. Crucially, we find that the number of quasiparticle branches is simply set by the number of hole excitations of the thermal cloud, such that including up to one hole yields one splitting, two holes yields two splittings, and so on. Moreover, this effect is independent of the impurity mass. We thus expect that the exact ground-state quasiparticle will evolve into a single broad peak for temperatures T > 0, with a broadening that scales as T 3/4 at low temperatures and sufficiently weak boson-boson interactions. In the zero-temperature limit, we show that our calculated ground-state polaron energy is in excellent agreement with recent quantum Monte Carlo results and with experiments. arXiv:1910.02620v1 [cond-mat.quant-gas]