There's actually a net
reduction in generated heat with paralleled caps; the reason is that heat is proportional to RMS-current
squared.
For example, if you had 2 amps of ripple current in a single capacitor with 1 ohm of ESR, it would generate 4 watts (P=I^2 * R) of heat. Splitting into 2 identical caps would reduce the current in each cap to 1 amp, hence each cap would generated 1 watt of heat, for a net total of 2 watts.
Note that switching supplies generate short-duration current spikes, which can cause significantly higher RMS current versus a linear supply, which means you need lower ESR. Generally, the added-cost of low-ESR caps isn't an issue because smaller capacitance values (hence lower cost) are used in switching supplies.
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BEWARE of connecting caps in series, though, to achieve higher working-voltage. You have to take into account the leakage current and variations in capacitance; you must use balancing resistors. This increases wasted energy (heat). Reputable capacitor manufacturers have app notes on how to do this correctly.