Summary: It's normal for motors that are powered up and not moving to get hotter than they would if they are turning. Linear drives heat the motor less than chopper drives. It's good to have a low power hold mode in the driver so that the CNC software can be setup to reduce the power to the motors when they are not actually running during a job.
Motor heat is caused by a number of factors, the primary one being the flow of current through the coil. Low power hold reduces that current flow and greatly reduces motor heat. Counter-intuitively, when the motor is running, slightly less current flows because part of the time the coil is changing direction and the current doesn't have time to reach full flow in any one direction. The faster it turns, the less power it must dissipate (and the less torque it produces).
Another cause of heat in the motor at rest is eddy current loss caused by the AC component of the chopper signal from the driver. A chopper type driver turns the power on and off rapidly to control the current sent through the motor. That alternating current induces a current into the metal of the motor, and that current also contributes heat to the motor, in the body, rather than in the coils. This effect does not contribute /as much/ heat as the main current flow, but it /does/ contribute heat. If you use a linear, rather than a chopper, driver, your motors will not heat /as much/ at rest.
Although motor heating is normal, it is NOT desirable. Heat is the enemy of the magnet. The magnets that give your stepper motors their torque, are reduced in strength as they get hot. The loss can be significant {needed: reference}. I've never seen anyone put heat sink fins on a motor, but it would be an interesting thing to try to get a bit more speed or to solve problems that only show up when the motors are hot.
See also:
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