While it is a concern if we produce a lot of extra heat, I think the main issue is being able to expect the heat to leave into space. Which is why most of climate change science focuses on greenhouse gases and not heat produced by machines.
And regardless, capturing them takes a lot of energy and unless we have a clean source (such as geothermal for example), that means that we will be releasing more greenhouse gasses than the produced amount of energy will capture.
Any energy releasing process (nuclear, fossil fuel with ccs, geothermal) is bounded somewhere around 10-20x current energy use by running into direct thermal forcing.
PV produces less waste heat depending on where it is installed so has a slightly higher limit, but both solar and wind have pretty severe land use limits you run into at 20-100x current global energy.
Basically, everyone can have enough energy to flourish, but it's time to reign in growth and maybe dial it back a bit from US levels of consumption.