Honestly I think the Coleman Extreme keeps things cold better than warm because I get a good 4 degree temp drop in a 60 minute mash. However, to me that isn't a big deal and I still think it makes a great tun. Mine doubles as a cooler and it'll keep stuff frozen for days.
Heat should move the same either way, but for what it's worth there are two main things in play. You've got a mash at ~150F and an ambient that is somewhere around what, 70F? 80F? It's the temperature differential that makes a difference there. Plus, because of the phase transition, it takes more energy moving across the barrier to move ice at 31F to water at 33F than it takes to move water from 150F to water at 148F.
I still haven't bothered to make a mash tun out of my 70qt Xtreme, the keggle with false bottom is working just fine. I might try it though, for a really big mash some time. Right now it is a cooler