Atroguy brings up a good point. Is there airflow in the case? If I'm building a sealed case design, I firmly mount the galvos so it is in thermal contact with the outside of the case (and use the entire case as a heatsink)... if I have the luxury of space, then I add fans in a positive pressure configuration (so I can deal with dust)...

Buffo's explanation is quite on, the heat occurring is because the gain is turned up in order to make the image look better at higher scanangles.