One (minor) advantage to heating the sparge water is that what comes out is warmer than if it were cold water. This reduces the time to bring the wort to a boil.
Since, while I'm waiting for the mash to finish, I can heat up sparge water, it isn't costly in terms of time.
I agree totally and the bigger the beer the more important it is to keep burner time down, IMHO. Just got done doing this and am chilling now. Today my sparge was about 160*. The mash bed was still at 152*.