I think you'll find that your old brake set up would have been transfering just as much heat into the wheel as your new one, its just that since you have the new brake set up you know notice it.
If you really want to know if its made a differnce then put the old brakes on and make the same run, and see if you feel any differnce.
Ultimatly you need to do this at a race track where you can record your lap times.
Heat transfer from the brakes into the rest of the hub assembly is of serious concern.
In race cars it can over heat wheel bearings, and if wheel nuts are over tightened cause wheel studs to break as it all expands with the heat.
This is why you always see wheel nuts being tightened with a torque wrench, to ensure they are all even, and not to tight.
They should also be checked at the end of every race, or stage in a rally, as they constant heating and cooling can work them lose.
(and remember that a lot of heat is also comeing back into the wheel off the tyre, chances are if it was just warm to the touch, then the heat came off the tyre, or the wheel bearings, and not the brakes)