well, there just might be some effect, the viscosity of water lowers with temperature so there will be less of a lubricating effect from the water film..., and if you get the water boiling you will get this two phase turbulent film in between your stone and razor I'll bet it will cary away the removed metal instantly ;)
I only once removed a stone from a box but it was already broken beforehand so I did not put much thought in it I think I did use hot water eventually but that was more to remove the dirt on it