Engine management systems vary the injection quantity as a function of water temperature - this is the modern version of a choke on the carburettor.
With engines having to pass severe emmission legislation, they are tuned a little on the lean side, i.e. compromising all out performance for the sake of what comes out the exhaust. Therefore fooling the ecu that the engine is running a little cooler will cause fuelling to be increased slightly and thereby get you a little more power - it'll be a little and certainly not 15%....