My question is, all things being the same, why is temperature control a problem with a conical but not with a bucket?
I believe what the person who made that comment was referring to was the size and shape of the conical. It does not easily conform to the usual fridge/freezer options for temperature control. It does require more space and lifting it into or out of a freezer is not an option, and it is too tall for most fridges. I have not noticed any difference in the temperature of the beer when fermenting side by side, a bucket and conical.
That's exactly the issue I meant to raise, not that it's more important for a conical, it's just more complicated. You have lots of options for cooling buckets and carboys, but conicals are large and just don't fit inside many standard appliances or tubs of cool water.