If you adjusted the dimmer, higher for instance, the dimmer would send more electricity to the UTH, and you would have to wait until the heating element finishes heating up to the new setting.
The problem with rheostats (dimmers) is they cannot adjust and adapt on their own to changes in the ambient room temperature, someone has to be constantly adjusting it. If the room warms up what was an appropriate setting can become dangerously high.
In my opinion a thermostat is worth the extra money just for the piece of mind, not to mention less hassle and the increase in the quality of life of your BP by having stable proper temperatures.