If I recall correctly, a fiber SPF+ is around 1 W or less and a copper one around 3-4W.
This increased amount of power has to go somewhere (heat).
AFAIK all copper SFP+ will go 70° or more.
Depending on a number of factors it is possible to better the cooling of the spf with heat sinks and optionally with added small fans, see as an example:
http://forum.mikrotik.com/t/sfp-module-is-extremely-hot/117746/1