I can not agree with you. You have nothing to gain from putting the probe inside the cage for a UTH.
So you have to turn the tstat up a bit to get your desired temp.....that's normal with many heat devices. Heat is lost with distance. The longer the distance needed to travel the more you will need to ramp it up. This is why the substrate should be really thin. Then you do not have to ramp up the temp trying to get through a inch and half of mulch. Plus, the snake can easily burrow down to the UTH and move both the substrate and probe. My Ball roots around fairly often digging up the plants I have in there and moving things around.
You should also not cover the probe itself and tape just behind the probe on the wire. Doing it this way the snake could easily coil around it and lift the probe off. If this happens the probe will ramp the temp up and if the snake stays there long enough you could be dealing with a burned snake.
Google pics of burned snakes and see if you still believe it is worth it to place the probe inside the cage to save a few degrees in the settings of a tstat.