I just googled the benefits of "hot" yoga. Apparently, there are quite a few benefits to the different systems of our body. Seems to have to do with the humidity/moisture in the air, our core temperature and how our body adjusts to the heated environment during exercise--how it transmitts the heat away from our core via our skin through sweating. Some benefits: Warms up the muscles and tissues allowing for better flexibility and endurance, cardiovascular, detoxifies, just to name a few. Hope I got the gist of it.
But there are things they suggest you should do to keep hydrated before and during the class.