There's a simple explanation for this phenomenon. You should recall that to do more work, you require first, more input energy (or heat). Note that when you go "hoooh", the pressure that you build up starts mid-mouth; almost at your lips since you're essentially blowing. However, when you go "haaah", you're drawing in air to begin with and forcing air out from the back of your throat. This extra force that you're using to expel air results in the temperature difference. Or something.
