I wrote my masters on using simulated annealing to solve a particular optimisation problem. In a sense, the Gibbs sampler lies at its core, and I really have to agree with you in what you say. At the time I did not have time to think too deeply or too much about it, but I have since really been increasingly awestruck with it, with thermodynamics and statistical mechanics in general, and analogies that can be drawn to all kinds of disciplines.