In my head-canon, the heat that Tharrians are neutralizing goes somewhere else.
It clearly doesn't go into them (i.e. they aren't absorbing it into themselves) or they'd actually get hotter (which would be counterproductive, since they are making Tharr cooler so that they can live there, which wouldn't work if they had to raise their own temperatures to do so!).
The standard comic book explanation (the one that Marvel uses for everything) is that it goes into another dimension. With Star Boy, DC occasionally has this sort of transfer happen in-universe (Star Boy 'drawing mass from the stars to make stuff heavy'), so perhaps the Tharrans are tranferring the heat directly into their own star, or into the molten heart of Tharr.
I had a fanfic idea that the Tharrans were actually unknowingly responsible for the creation of an entire race of energy/plasma creatures in an adjacent dimension, formed spontaneously from the heat being transferred by the Tharrans from their dimension, with warring members of the energy races crossing over to assassinate specific Tharrans that they'd identified as the 'gods' that were creating their enemies, but never got around to writing it.
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