This was my response:
The loaded panel will be warmer as the energy transfer from light to electricity is not, of course, 100% efficient. The working panel will self generate heat as well as current. The unloaded panel will show voltage at its terminals, but until current is drawn it's not producing electrical energy.
But here's a typical alternate view:
nope, because the heat produced from the current comes from the initial solar energy which is converted directly to heat in the unconnected panel.
lets use numbers
numbers are wildly inaccurate and not representative of real life they have been chosen purely to keep things round.
each panel receives 200 Watts of solar energy, panel's reflect 50% of the solar energy
the panel's are 50% efficient at converting light to electricity, and 80% efficient at conducting that electricity internally.
200W falls on unconnected panel 100W reflected 100W absorbed and converted to heat
200W falls on the connected panel, 100W reflected. Of the remaining 100W, 50W are converted to electricity, of that 20% is lost as heat through inefficiency in conductors (10W), the other 50w is turned to heat
which leaves us with unconnected panel receives 100W of heating energy
connected panel only receives 60W of heating energy.