By coating the turbo housing, heat builds up quicker and boost comes in quicker. Turbo lag is reduced because the turbo doesn't slow down due to heat retention and expensive turbo housings are protected. All the best teams in drag racing run ceramic coatings on the turbo housings. All this equals faster spool up.
Exhaus systems can be coated to push its heat resistance to nearly 2500oF to decrease heat transmitted to the engine bay and interior as well as rust proofing everything.
Now depending on what type of intercooler you run, it doesnt make much since to put it on an A/A intercooler, but if you've owned a Toyota Celica Alltrac like myself, it is beneficial on a Water-to-Air intercooler.