Yup, the coolant circuit for the heater gets coolant flow even before the T-stat opens, so by having the T-stat open sooner (cooler), that's less time the heater is getting exclusive access to hot coolant during warmup, and the coolant starts getting cooled off by the radiator sooner.

Best method to hurry cabin warm-up is to engage recirc mode on the HVAC controls, then after a mile or so of driving turn the blower fan on, at least to Low speed.