Sounds quite strange, I think it works correctly. I always use it with CoronaColor set to Temperature in the slot and it behaves accordingly to camera white balance. For example if I set the CoronaColor to 2800K, and then the Camera WhiteBalance likewise, it becomes white.
If you use B/W map, it's basically as using 6500K, which is very cold light. You would have to set your Camera White Balance into very high temperature (like 9000K) for it to appear warm. Maybe your current difference is just too small to make it noticeable ?
Or do you mean the actual directly visible light source (and not the light thrown) ? I believe that one is almost always desaturated because of the Reinhard tonemapping. By the time the light-source it powerful enough to become visible, it's just burned into desaturated whiteness, which appears cold. I use RaySwitch material to overcome this, but filmic mapping makes it appear less drastically desaturated.