I'd say little to none, maybe a small bit more detonation resistance, but inlet air temps are still going to determine the pre-detonation threshold much more than water temps 20-25* cooler. In short, I'd rather cut 5* in iat's vs 25* in coolant temps if it was me.
To me it's like an advertising ploy. Most of us could agree that cold air / open air filter element air intakes don't do much on a somewhat stock Coyote. But would you rather sell a guy just a tuner/tune for 450, or pedal a T-stat, and a CAI to someone for a grand. Chances are 98% of the power came from the tune, but the consumer isn't going to complain because he now has 24 more rwhp regardless of what part is responsible for the gain. At least that's my take on cooler T-stats.
I'd email or call VMP, and see what they say, I'm betting he has tested this, or is an included part in his supercharger kits if it has any value to engine safety or performance.