You're working with a 1st Gen Intel platform, back then the heat it dumped is high compared to today's standards. As for your PSU mentioned at the end, devoid of it's make and model or it's age, you need to understand that all components are dumping heat in exchange for the tasks they are performing. The PSU is also dumping heat into your room since a decade old unit can be undergoing more stress than usual to rectify the power for your components, not to mention that the PSU's internals might be caked in dust.
If they haven't been cleaned, give your build a deep cleaning and hopefully the system should run cooler.
A computer heating up an entire room that much is an indication that the room isn't getting much air circulation, assuming you don't have the AC running. And if you do have an AC running, either it's too weak or your room doesn't influence the thermostat... in which case there's still poor air circulation in the room.
I can run a game on my computer all day and the immediate temperature doesn't go above a few degrees because I make sure my room has enough air circulating through it (either passively or actively)