Look Juan: I ask you, when you walk, do you get hot, (sweat), just like when you run? No, the answer to your question is the same, when your pump only recirculates the oil with the tank, it is like when you walk, there is not much effort, when you order the pump to raise pressure, run, heat and much, to the pumps 2000 ton presses. if you touch it, flower blisters you carry in your hand, it also depends on the viscosity of the oil so it works, by the way, the oil is filtered when it returns to the tank or when it is absorbed, not in the pressure circuit. luck
It is a vertical press, of simple low effect by gravity 500psi, there is another but the filter is in return and that does not get very hot. Will it be because of the location of the filter? The filter is new.
A small comment: in hydraulic systems it is typical that the filter is connected in the return, if it is connected in the pump outlet it is logical that it offers a resistance to the passage of the fluid, if there is any possibility try to change it, or use the press without the filter element a couple of times to see if it raises temperature, if it does not heat it is obvious that it is located in the wrong place