You might actually be right, from what I've heard. Fever, like vomiting and diarrhea, does seem to actually serve a purpose for the immune system. This doesn't mean you shouldn't take anti-fever medications if you have a dangerously high fever, obviously.
Note, I am not a doctor, so take this with a grain of salt.
I've actually wondered, if I deliberately increase my body temperature (via hot shower, hot tub, etc) will it help my body fight off an infection faster?