One of the keys to tuning any engine, and especially boosted engines, is preventing knock or pre-ignition. Heat alone can set off the combustion of the air fuel mixture (think diesel engines and glow plugs) before the spark plug goes off. At the wrong location and time of the piston stroke the effects can range from the car pulling timing lowering performance to catastrophic engine failure. If you compare a naturally aspirated engine and their boosted twin you will generally find a lower compression ratio on the boosted engine. The more air is compressed the hotter it gets so the goal here is also preventing knock. A lower thermostat can usually keep the overall operating temperature of the engine down. This is also partly why lower intake air temperatures are a goal (the other being cooler air is denser, more air=more fuel=vroom).
The problem with all of that is emissions. I believe the engine burns the fuel more completely at higher operating temperatures lowering emissions. Since the engine is designed to run at these temperatures to meet emissions standards all of the sizing of the parts fitting together are designed around that temperature range. Too cold and everything contracts causing slop between all the parts. Too hot and the parts expand and won't fit together. Expanded parts cause increased friction causing more heat causing increased expansion causing increased... until the engine seizes. This is why you shouldn't put an engine under high stress until it has warmed up to operating temperatures.
So...
Normal Tstat
parts fit together
less emissions
better heat in the winter
Lower Tstat
part slop (can increase wear, oil blow-by piston rings? )
greater emissions (but people delete cats from downpipes so...)
lower heat in the winter
ability to run more advanced timing
denser air charge due to lower underhood temps
Now in reality I'm not sure the difference in temps between the two tstats will cause enough variance in part sizes to cause any problems. People have definitely noticed lower air temps coming out of the vents when using the heater.
You really should have a tune to run a lower tstat. The ecm will throw a code if the engine doesn't reach the programed operating temperature in a set time frame.