As they say YMMV..... Denny I would be the last person to ever disagree with your experience so their you have it if Denny says it's good on the hot side then so be it. Like my original post stated I have not done this personally my knowledge comes from either books, schooling, and I have made a lot of good friends that are commercial brewers that have all basically said cold extraction is the way to go. Is it possible that other factors would play into the equation like carapils or another grain that would counter balance the oils ? I don't think anyone will disagree that oils in general will effect retention.
It could very well be that in a 5 gal. batch you don't get enough oil from the amount of coffee you use to be a problem.