I would imagine that wild EWD's manage to cool down. We like to keep them warm because there is less chance fo them dying from not being able to handle the cold. Also, they dont need to be cooled for breeding.
So, because there is no reason to cool them and they would be safer by keeping them warm then it would be better to do it.
Also helps to know where you are Scott and if the lizards are kept indoors or outdoors. If they are indoors then it would be hard to properly cool them. In which case, you should then keep them warm. If they are only partly cooled then they will still metabilise (is that a word please scientists/) so they will use up their food storage but may not get hot enough to properly digest new food.
Does this help? if not, I will reply again tomorrow at a godly hour.