I'm gonna go with yes... I think... just based on the fact that temperature affects the density of the water and I'm sure it would affect the surface tension which is what makes foam fractionation filtration work.
How much it would affect is something I have not measured and is probably vary hard to measure in anything other than a lab. Wether hot or cold water is more efficient to skim I wouldnt know, I'm interested to learn more about this.