well it spose it would be an interesting debate... i was told that trick by a radiator company
their reasoning:
occasionally the little toggle thats in the top of them gets stuck so they drill the hole to counter it in case it happens...
i myself haven't done this as i haven't needed to...
but if you don't feel you want that in yours.. thermostats being as cheap as they are you can always buy one hehe
good luck on the car and my best hopes your overheating problems are gone