Not an expert, but my initial thought is that the drive is programmed to switch to half-current if there is no input command for some time value (.5ms or so). When running open loop the drive drops the current - and motor heating - whenever it can.
With the external PID loop, the drive is constantly getting corrections - possibly a bit of a mismatch between encoder counts, step distance, and following error tolerance in the control. This causes the half-current motor cooling drive feature to never kick in.
Check if the half-current feature is turned on in the drive - if so, that might partly confirm my guess. This may be one of those times where closing the loop at the drive (i.e. an OEM closed loop) rather than back to LCNC is preferred.
Once you figure it out you can then decide if you even care - the motor may be hot but not TOO hot.