Fuel expands when it is heated and contracts when it is colder. The thermal energy is denser in cold fuel than hot fuel. Air temperature affect the density of air as well. My car makes the most power with cold air and cool fuel. Remember Cool Cans?

Yes, the pressure of EFI systems keeps the fuel from vaporizing in the lines, but that doesn't negate the effect of pre-heated fuel on performance.

Properly designed fuel systems include adaptations to reduce the heat introduced into the fuel system as a result of high performance fuel pumps running at max output unnecessarily. It also adds to the life of the pump to run them at reduced output when max flow is not needed.

Fuel systems have really undergone some dramatic evolution in the past 5 to 10 years and not everyone is ahead of the curve, because of the pace of development. Its really cool for fuel.