Most steels have a coefficient of thermal expansion of 12 parts per million per degree C. So a difference in temperature of 80C will result in a change of clearance of one part in one thousand – 1 thou per inch. On a 10 TPI thread fitting chuck, this might typically be equivalent to an extra tightening of 3.6 degrees. So would even that excessive temperature difference be sufficient to prevent easy removal?
Obviously the diametric clearance is unaffected once the temperatures equalise, unless the fitting is a taper only.