I had card of the same brand and never heat, but I believe usb stick is way more easy to get heat than a card, remember with a stick everything is focus in small size at less with the card if you have some fan throwing some air, it will be fixed.
The advantage of the card is that support more input as video as audio than a usb stick that only support coaxial input, remember we are talking about stick not box, yes you can record with a stick remember the job they do transfer the signal of the tv to the pc, so at the end if your pc is that recording all that is receiving in the stick.
Of course the advantage of the stick is easier to put it in another machine, remember when you watch something in your pc I had a little delay compare with...