Stepper motors are designed / intended to run hot.
Having said that, it is my recommendation that, they should not be allowed to run hotter than say 65 deg.C at the outer casing (You should be able to hold your hand on them for a short time without too much discomfort). If they run hotter than this then check your driver's instructions and reduce the motor's current settings accordingly.
(Please bear in mind that during use the case temperature is considerably less than the internal windings temperature and high quality (branded) steppers are better at handling high temperatures (without causing early failure) than the cheap, unbranded, types).
Tweakie.