Interestingly, men with a PFO appear to have a shift in thermoregulatory control to higher internal temperatures, both at rest and during exercise, and they have blunted thermal hyperpnoea.  The teleological 'reason' for this thermoregulatory shift is unclear, but the shift of ∼0.5°C in core body temperature does not appear to be sufficient to have any significant negative consequences in terms of risk of heat illness. 
THERM