The real problem here is that 10GBASE-T is ancient. The spec dates back to 2006! And worst of all: it only saw lukewarm adoption by the datacenter industry, so there hasn't really been a reason for manufacturers to refresh their lineups. This means that SFP+ transceiver you buy in 2026 might be using chips manufactured using a 20-year-old node. No wonder it is running hot!
2.5GBASE-T and 5GBASE-T are essentially using the same technology, but you don't hear anyone complaining about it running hot: hardware for this only recently started to become available due to consumer demand, so any hardware for that is being manufactured using more modern technology, which means a lower power use.
It's still going to consume more power than fiber, but a modern 10GBASE-T SFP+ transceiver should not be burning hot.