The purpose of R26 is to provide a minimum load to the supply, and to bleed off the output capacitors once the power supply is turned off. At a full output voltage of 60V, the power dissipated by R26 is V^2/R = 60*60/2000 = 1.8 watts, which is very very close to the 2A rating. A typical 2 watt resistor has a thermal resistance around 70K/W, giving you a temperature rise of about 70*1.8 = 135 degrees K, equal to 135 degrees C, which puts your resistor at a final temperature of 135+25 = 160 degrees C, or 320 degrees F, which is smoking hot. If you want this resistor to get less hot, use a higher power rated resistor that's still 2000 ohms, or increase your cooling efforts. I wouldn't mess with the resistors value as this power supply was probably designed with a minimum load requirement. As you said, it would also would be smart to get that resistor as far away from your output caps as possible to increase their lifetime.