The term colder plug means that the plug tip is configured so that it transfers heat to the threads and cylinder head quicker than an hotter plug. So it runs cooler. Spray will give you higher cylinder pressures and some higher combustion temps, so if if the plug, that sticks out in the middle of all this violence, can transfer heat away faster, it will not melt as fast, or melt at all.
If the plug gets too hot when sprayed, it will cause preignition, etc, or combustion before the piston is near tdc, and the combustion force will try to push the piston down the wrong way. That, and the longer combustion event, (because it started too early) will tend to melt the piston aluminum, etc.
It's just a precaution to be conservative with your motor. It should not be noticable in regular driving. I would be more concerned with making sure the timing was conservative, and the fuel delivery was right when the spray was on.
In the old days, when hot rod motors ran 13 to 1 compression and ran rich, and oil control was not as good as today, a hotter plug was used to run longer without fouling the plugs, as they retained heat and would burn off the oil and extra gas.
