It's about the crunch, the caramelization/
maillard reactions, the fat as someone else pointed out, and the warmer temp makes the cheese and other flavors more pronounced, as well as more satisfying. There is something about eating warm food that hits up more endorphin receptor sites (I can't be bothered to find it now) So the only thing missing is Ham or Canadian bacon. REgular bacon would do in a pinch, but this is a case where Ham is clearly indicated. Tomato? Meh, if it's a lousy tomato is fucks the whole thing up. If it's a good tomato, the whole thing can be sublime, if a bit messy.
So, tulip, if you like dairy go for it.