Light sources generate heat primarily as a waste product from elements that radiate in the infra-red spectrum - there is no rule that visible light must carry enough energy to significantly warm the surface it hits. The more efficient the source, the less heat is generated, so it's just a matter of using an efficient light source for AR technology. In addition, the human body is very good at eliminating waste heat, so even something running at slightly above body temperature shouldn't pose a problem - we are able to dissipate the heat of the sun and metabolic heat very well already.