HDPE apparently has a thermal conductivity of approximately 0.5 W/mK, compared to the figures I was using of 0.19 for PVC and 1.05 for glass.
Given that, and the thinner walls of an HDPE bottle compared to glass, I'd say an HDPE bottle will almost certainly conduct the heat as well if not better than a glass bottle. Which would concur with dslater's experience.
Oh, incidentally I don't do C41 but I do E6 - Kodak ship all the E6 chemistry in plastic bottles with the notable exception of colour developer part B, which comes in a brown glass bottle. I keep the mixed chemistry in plastic bottles though, and haven't seen any problems (although I tend to mix it and then use it pretty quickly.)