In reductively simple terms heat is really easy to generate. In fact pretty much everything we do creates extra heat entirely on accident, so a device than make things hot on purpose is actually surprisingly simple. It’s much harder to get rid of. The only economical way we’ve found of managing it is by using to phase change of refrigerants to pump it out of enclosed spaces, which is how refrigerators and air conditioners currently work. Everything else would be more complex, less efficient, or both. So if such a thing is even possible it would almost certainly be much more expensive