Yep. But whether it happens with burning coal that was buried forever or using sunlight that wouldn't have landed on Earth the result is the same. Replacing fossil fuel power generation with space based solar is net neutral with regard to direct heat production but avoids the generation of greenhouse gases which result in orders of magnitude more heating of the Earth (due to trapping heat that would otherwise have escaped), so it would be a huge win in that case.

Compared to where we are now, worrying about the impact of direct heating from human activities would count as a "nice problem to have".