The headlight sockets in my 2009 and 2014 Yukon both showed signs of over heating when I changed the bulbs. I'm no electrical engineer, but I would think that having more lights running on the same circuit at the same time, than the circuit was designed for (think low beams, high beams and fogs as a 'worse case') may result in more current flow and thus more heat.
Here's what my headlight socket looked like when I replaced the headlight in my 2016 recently.
Here's what my headlight socket looked like when I replaced the headlight in my 2016 recently.