When the stepper is just holding, there is still work being done. Sort of like you sitting in a chair feet down but resting, but, if you had to hold out your legs then you would be doing additional work and the energy creates heat. The more current the stronger the magnetic field created, sort of like all the kids trying to get out of the school bus at the same time, and thus more heat ( the motor is not using the energy provided and by rule that energy is going somewhere , namely creating heat). Generally,at 140 deg F, you can touch something for a short time and won't get burnt. If your motors didn't get at least a little warm they aren't getting much current and won't provide power to do work.
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RICH