Yes. I’m afraid it’s common for Macs to run hotter under Windows under similar loads, for various reasons. It’s at least the case for some newer high end MacBook Pros that the CPU is actually undervolted in macOS, which won’t be the case in Windows. There’s also other reasons for temperature differences to occur like power state handling varying between the operating systems, It should still be safe, but it is less than ideal that it is this way, given that the increased heat can lead to faster fan spin, more noise, hotter palms when touching the device and in some cases worse performance under Windows on some devices.