From what I understand, the reason colder air provides more HP is because it is denser and therefore allows more gas to enter the engine while still maintaining the proper ratio. But for this to happen, the cold air would have to be present prior to the carb.
With the coolant in the intake, the fuel has already met with the air, so the ratio has already been made. The warmer intake should theoretically help atomize the fuel, however, which would allow for better combustion.
I see no reason to disconnect the intake coolant hoses.