The coating improves creep resistance. for example, CoNiCrAlY coating improves the creep resistance of F91 steel in two ways at the same time;
reducing the cross-sectional stress.
preventing oxidation attack on the substrate during long-time creep.
It can reduce the creep rate and prolongs the onset of the tertiary creep, thus increasing the creep life. For more details can read the following references;
Conference Paper Effect of sputtering times on the properties of NiCr-Al
Often Surface diffusion coefficient is much higher than either bulk of grain boundary diffusion coefficients, (Thus both Nabarro-Herring and Coble creeps can be bypassed); other times vacancies generated at surface defects often accumulates under dislocation force fields (Harper-Dorn creep). If these two sources/channels are significantly blocked by coating, then coating can reduce creep resistance as well. Oftentimes they alter chemical potential difference between maximum compression and maximum tension directions (say, vacancies flow from tension to compression region- if vacancy chemical potential in tensile zone is lowered or in compression zone elevated, than would hinder creep flow, and coatings that strongly adhere to substrate and do not allow oxide defect structure of oxidized surface of metal to be somewhat continued into the bulk can potentially do that.
I agree with prior answers; also, some coatings act as thermal barrier layers that lower the temperature of the bulk, and creep is highly temperature-dependent.