There was a comment attributed to a Canadian sniper in Afghanistan who said warmed ammunition allowed to get better velocity
The Wound Channel tested it.
https://www.youtube.com/watch?v=M1B39EuSCew
The short explanation I heard is that with warmer case, the powders inside will ignite faster and give more acceleration. In the test, warmed ammo were about 2% faster than the cold ones.
From: The Wound Channel