Advancements in haptics for Virtual Reality (VR) increased the quality of immersive content. Particularly, recent efforts to provide realistic temperature sensations have gained traction, but most often require very specialized or large complex devices to create precise thermal actuations. However, being largely detached from the real world, such a precise correspondence between the physical location of thermal stimuli and the shown visuals in VR might not be necessary for an authentic experience. In this work, we contribute the findings of a controlled experiment with 20 participants, investigating the spatial localization accuracy of thermal stimuli while having matching and non-matching visual cues of a virtual heat source in VR. Although participants were highly confident in their localization decisions, their ability to accurately pinpoint thermal stimuli was notably deficient.