To big steppers?

[JAZZCNC]

Provided every thing in the chain matches then no there nothing wrong with having a motor that's more powerful than your needs. . . . However.?

Larger motors commonly have much Higher inductance which means they require high voltage to get speed from them. Even then they struggle to reach the same speeds smaller size motors can with good drives and voltage. The chain doesn't just stop at the drives.?
To get the same or equal performance that of little stepper then Large stepper based system will need to consider linear motion ie: screw pitch. So It's a very common mistake for people to go out and buy large motor thinking BIG is better only to be sadly disapointed with the performance because they didn't match the rest of the system.

Then you have added costs.? . . . The voltage required to get good performance from large nema 34 steppers is much higher than smaller nema 23 steppers require and typicly the drives run at mains voltage. This makes them much more expensive. The motors them selfs are also much more expensive, typicly 2 or 3x the price of nema 23.!!

Regards Heat then yes most heat is generated when stood still and heat reduces the life of the motor due to Iron losses etc. But most good quality drives will provide feature to deal with this by dropping current to 50-60% while at Zero RPM. This is called current recirculation, you'll often hear steppers hissing or ticking when stood still which is the Recirculation circuit doing it's job.