Yes, I'm aware of some finishers heating linseed oil to make it penetrate more, but usually by warming a very small container of oil in hot water. I haven't tried heat myself. Heat will make any driers in the oil work faster.

The best quality cold pressed linseed doesn't seem to need heat. It is regarded as the best penetrating oil, even without thinners. Pure best quality tung oil is a thicker oil and needs to be thinned to penetrate. The 2 brands I have also need thinning a bit for any final top coats.

GABE