There's two reasons we want to heat the incoming air. The first is that the atomized fuel will mix with warm air better than cold air. This was actually more important with carburetted engines rather than fuel injected engines.
The second reason is to keep the throttle chamber from freezing. Yep, that's right. I said freezing. As in ice forming inside the throttle chamber.
Anyone who lives where it gets cold in the winter has heard of "wind chill". It'll be 30 with a wind chill of 10 . As the air moves through the throttle body, the same wind chill affects the inside if the throttle body. Under certain conditions, such as high humidity, condensation will form inside the throttle body and the moving air will freeze it. This ice will keep building up until it chokes off the air supply and the engine dies.
By running hot coolant through passages in the throttle body, it keeps the throttle body warm and prevents this ice from building up.