If the sperm are to be activated by the higher temperature inside the female body then they would have to be cooler initially. They evolved to be triggered into action by the normal internal body temperature.
Actually, it's probably a mixture of things, not just heat. Heat is probably just one of the many important pieces.
From what I know about biology/evolution, this answer is just as likely to have a single clean reason as it is that you killed the one and only cockroach living in your apartment.
Zck's answer points out the fallacy of the "why" question, but in gneneral I would surmise that co-evolution of sex-linked traits like this are a harder hill to climb than simple evolutionary adaption of the sperm alone. Developing a "program" that is not much more than "when you hit body-temp it is 'go time'" is less susceptible to external forces or attempts at subversion by either other sperm or the female reproductive tract.
