In general hilights are warm, shadows are cool. To give a certain atmosphere to an image, you could infuse every base color with warm/cool tones to create a universal "temperature" to the image.
Style and aestheticism, however, use hue shifts to evoke a sense of beauty. IMHO, no hilight-midtone-shadow palette should ever be all along the same hue. It's not like that in real life, so why should it be in art?
Just my 1/2 cent.