a couple reasons I can think of.
1) although the coolant temp may be up to op temp, the oil takes much longer to rise. The engine really isnt warmed up until the oil is warm.
2.) oil running hotter than normal can point to some internal problems that might not show up on the coolant temp - usually more of a concern if you rebuild and modify the engine. Mark has a good example - extreme but good.
I think on an internally modified engine (pistons,cams, S/C etc) I would most definately run one. Stock maybe - it would provide some added information that is useful.
I dont have one on my Navajo, but I have run them on other modified vehicles with built engines to see how Im doing.