The critical part is that the electrons moving consumes energy from the incoming light, reducing the heat being generated while current is flowing. A disconnected solar panel will heat up a bit more than a connected one, but the difference in Watts per area is low enough the panel can just dissipate the extra unused heat to the surrounding air without any issues (unless you’re in the desert, maybe it’s possible they could overheat there, but this would likely be an issue even when generating power).

Modern solar panels are only about 20% efficient, so the panel would only heat up an extra 20% if disconnected in direct sun