Well, other then the initial inevitable fire that contraption would cause, its a good idea on paper.
Lets put our practical caps on:
-For devs to use this feature, they would have to spend time and money. Do you feel like paying $70 for CoD: Brown Thermal Edition?
-If you have ever experienced a Winter where places get cold, this will alienate you from certain games during that time of the year. I dunno about you, after I come inside from shoveling snow, I dont want to play a game that will make my hands colder. This feature would alienate people from playing certain types of games, depending on the weather.
(-on the flip side, I wouldnt mind having a nice handwarming controller after coming back inside)
-Immersion is allowing the story and you to flow seamlessly. Its subjective to our own opinion: I hate when people say motion controls cant be immersive. It might not for you, hater of motion controls, but it can work. The same rules apply for both: bad controls will ruin immersion (The controls killed Tomb Raiders immersion for me). The point Im trying to make is you WONT find immersion in a controller. The controller is just a medium. Good story and controls make a game immersive, not features on your controller. I could get immersed with the N64. Remember THAT controller? GAMES
-Do I think its useless? Its a gimmick, like Rumble. I like Rumble, so this could work. But I ask, why? Why worry about controllers to bring us in, when its about the GAMES?