I remember doing some calculations in college (mechanical engineering, 3rd semester of thermodynamics) about this. The teacher was a gearhead and always used automotive analogies to make his point. Being a gearhead myself, I asked about header wrap.
I don't remember all the specifics, but I distinctly remember 2 stroke scavenging was enhanced by the higher temperatures that would be seen within the exhaust. This was still negligible as the majority of scavenging is due to the taper of the pipe itself. Thermodynamically, any engine will be slightly more efficient with a hotter exhaust when analyzed as a Rankine cycle, but in a sled, who cares, the changing friction due to the snow and your body weight is more of a factor. Save your money.