Well, if the dentist isn't able to seat the crown all the way down b/c the cement is "too thick" then that means the patient will be putting excess pressure on that one single tooth when they bite down, causing the ligament around the tooth to get inflamed and sensitive, usually to biting.
Any tooth can be sensitive to cold when a crown is donw, no matter how well the crown is seated b/c it's something new the tooth has to adapt to or there can be some exposed root at the margin.
These symptoms should all be taken on a case by case basis though and not assumed that it's b/c of the amount or type of cement used.
I would do it however your doctor asks you too, as he/she is the one liable should the patient develop any problems afterward.