When putting it directly on the heat tape many people do not realize the temp needs to be set higher than what you expect to get in the enclosure. Also when putting it on the heat tape you are only regulating the heat tape. So while your heat tape stays nice and regulated the ambient temperature of your is raising and lowering evertime your furnace or air conditioner stays on. Those changes will affect the temperature in your tubs as it may take more/less power to maintain your desired tub temp. The thermostat will not compensate because it is only regulating where the probe is (at the heat tape).
If the probe is in the tub then the ambient air changes wont matter as much because the thermostat knows what temp is in the tubs and will add/remove power as necessary.
-Dion