Well when I installed my fuel system I routed the lines right past the headers like a dumb ace and my fuel mileage had dropped. I think the fuel is too hot and it's losing it's "power".
Honestly, if the lines close enough to the exhaust to be picking up enough heat to affect how it runs...I would re-route the lines before putting a cooler in. From what I've seen, it would have to be pretty darn hot.