Having just replaced my windshield and decided to test things out, there are heating elements embedded in the glass (the edge of the glass has leads that plugs into connectors on either side of the bottom). These elements are turned on with the rear defroster button (tested with having the climate control off but rear defroster on). It will simply heat the area of the glass where the wipers reside when not busy swinging across your windshield.
I think the primary purpose is so that your wipers aren't stuck frozen to the glass (trying to pry them out with an ice scraper will likely result in damage to the wipers). Any warmth they retain (which probably isn't much, rubber-like materials are insulators) and then apply to ice elsewhere on your windshield is totally a bonus.