Fan Speed Control

The PWM things have big heat sinks, so are producing heat.

Most everything electrical dissipates some wattage in the form of heat, even if it's 1/10th of a watt. There is no free lunch here. It can be such a small amount that the properly designed component in a properly designed circuit doesn't heat up enough to notice, if at all.

The MOSFET transistors have heat sinks because they are capable of passing 15A at 95% duty cycle. That's probably about 8 watts. The controller is designed to handle worse case. But you are only drawing 3 amps or less. The transistors might dissipate a watt or less with the fan running full speed. When you slow it down that wattage dissipation goes down. That's the beauty of a PWM controller. If your knob is turned down half way you are using 50% power, creating less heat.