I've never had one on a boat I have owned...but I'm sure it wouldn't be hard to add one if you wanted.
On a properly working cooling system, the water temp never gets above 170F...even run flat out. The oil cooler is in line with the coldest water coming into the boat, so I can't imagine the oil is getting all too terribly hot. I have never seen much of a idle oil pressure difference between a cool (I could never call a boat start cold, as it is always summer) start and after it has been running a while.