Did a quick depth 19 run of the Arena with just 2 completed rooms, using me and my alt. He was dead while the main did the fighitng, and the alt reved using energy after the fights were done. The only thing on both characters that needed heat were the exact same item: unheated Wolver Coats.
http://i44.tinypic.com/n33wgw.jpg
Apparently the bonus heat is just a graphical thing?
no, they are definitely working for me. Btw, the display of the heat going to ur gear is glitched. If you were to check ur wolver coat right after you got to depth 20, it would have been about half way to 4 instead of a quarter way.