There has been a trend in yoga called Bikram Yoga that uses higher room temperatures during yoga classes. Disciples of this particular approach believe there are benefits to the body in terms of pliability, circulation, toxin removal, and focus. Hotter rooms are also trending in the world of aerobic exercise, specifically during spinning, despite there being little evidence of better outcomes with a heated environment.
Experts feel that for the average exerciser, a heated environment actually makes the person less able to perform maximally, because their body has to work so much harder to stay cool. In particular, the heart is asked to provide adequate oxygen to the muscles, remove waste that accumulates during exercise AND pump even more blood to help dissipate the heat. There are no current studies that suggest any benefits that warrant the risks involved.