Do I have to heat up Yogurt?
You get better / more consistent results if you keep a constant temperature. 'The Art of Fermentation' says


  to make nice thick yogurt you must incubate it, maintaining it in a temperature range between 110° and 115°F/43° and 46°C.


By leaving your yogurt outside you're exposing it to temperature variations, which can get too low (perhaps not hot enough for proper fermentation, or you'll need more time and won't be thick enough, and possibly just enough for harmful bacteria to "win" the battle agains the yogurt starter) or too hot (which could curdle).

You'll have no control of how much time you need for your yogurt to be ready.