I have a note 9 and it doesn't do that. I have even left video games on for hours and it never heats up. Might need to send it back to the dealer or Samsung. If you have a warranty service, maybe report it to them. I have a bible app that uses tons of energy and video for some reason but phone still doesn't get warm even when in this California heat!
It is normal for the phone to heat up during extended use. Here is some additional information that should help.