"U-Factor - heat transfer through .187" thick acrylic is approximately 20% less than through equivalent thickness of glass." -
http://www.rplastics.com/plexprimer.html
Was pretty sure but I wanted a site that said this as well. Plexiglass is actually a better insulator than glass is, and from what I understand this is primarily due to the fact that the plexiglass is a solid, whereas glass is a supercooled liquid. To make glass they heat it up til molten, then supercool down to the glass transition temperature in order to force it into solidifying before it has time to phase transfer to its solid crystalline structure. This basically gives glass the atomic structure of a liquid, while maintaining some physical properties of the solid, and as such heat is transferred more easily than in Plexiglas.
EDIT: all that and I forgot to address the actual concern of the OP lol, plexi won't hold too much heat, if anything just drop the wattage of your bulbs or raise them up higher. If you're dropping wattage because of higher insulation from plexi (assuming you already have a bulb laying around you can use) then you'll be saving on your power bill, granted that it probably wouldn't be any sort of noticeable savings lol. I have plexi as a front on my viv and temps are fine. Biggest thing I'd worry about with it is that it can scratch kinda easy compared to real glass. Both plexi and real glass are great options, its just they each have their own advantages and you have to decide what it is you want.