They actually wont' make any less heat. The higher current regulators dissipate heat faster by spreading it over more area. They use larger semi-conductor junctions on the chip and more heat sink area. The power you don't use is always going to be dissipated as heat. For example if you vape at 2A and 5V, that's 2.4V and 2A (4.8W) you're not delivering to the atomizer. That 4.8W will be dissipated regardless of whether it's a 3A or 5A regulator.