All renewable energy sources that I can think of are processes that used to be (Energy -> Heat) and we turn them into (Energy -> Electricity -> Heat), where Energy is gravitational potential, EM radiation, etc.

The two changes are that the electricity is sometimes stored (so we have some small amount of energy cooped up in batteries instead of out in the world as heat) and that we often move the electricity before turning it into heat. The latter probably exacerbates the heat island effect, although I wouldn't expect it to be worse than pushing electricity from other sources into major cities. The former hardly seems like a problem given that global warming is a concern.