I voted yes, but the only way to use it would be very, very subtly. Say you're in a survival horror game, and you're walking down a deserted hallway, and the controller at the same time cools down a few degrees, giving you a chill. Turn around and hey, there's a monster behind you. Or maybe you're in a tough fight with the final boss and the controller steadily goes up a few degrees, giving you the illusion that it's even more intense.
Of course, there could also be ways to set the temperature manually. If you're one of those people whose hands get really sweaty when you play, maybe it can help cool you down?
But if it's just a gimmick that it gets hotter in hot areas and colder in cold areas, that would probably not be worth it. And as much as I hate to be cynical about it, that's probably what will happen.