Every time you wet a blade you pick up a little water and that helps cutting, especially if your lather is drying quickly. It is the lubrication of a little water and not the heat of the blade that is being noticed. If you are using a disposable blade razor of any kind, the razors tend to carry too much water to your face so I am always shaking the excess water off after I rinse the blade. I also agree that a warm blade is more relaxing and will have a positive affect on the shaver's perceptions.