I spotted a listing on eBay what claimed:
Available for all new style LS series engine that have a separate thermostat and water neck. These thermostats are available in 160, 180 and 195°F temperatures to suit any application. Mr. Gasket's 2005 Pontiac GTO test car gained 5 hp with the 180° unit.

Surely if you were testing maximum power on a dyno, the engine would warm up beyond the standard 195 degrees. How can it make a difference?
More likely the extra HP came from somebody turning off the aircon.