You bought a high-end MacBook Pro. When it works, that work generates heat. When it works hard, it generates a lots of heat. If you want less heat, you could buy a computer than does not work as fast.
Your Mac controls its internal fan speeds in a feedback loop, based on measure temperatures. When more heat is being generated, the temperature rises, and the fans will run faster. They will slow down when the heat dissipates.
If you are running two Operating Systems concurrently, on a portable computer that runs on batteries, you are asking a lot of your MacBook Pro. Two Operating Systems concurrently takes a lot of processing power. If you switch to one-at-a-time, that would generate less heat.