Once thing I learned years ago was Powermaster was milling almost all the support for the rear bearing off the rear of the case before they chromed it. I found out the hard way when the case split and it arc'd to my fuel line and caught my car on fire. I had it rebuilt locally since Powermaster wouldnt take care of it, my local guy showed me what a stock GM case looked like and I was shocked.
I pull the stock ones apart and powedercoat them all the time, and I have not personally seen any bad effects or heat issues by doing so. By nature, chrome or coated will retain more heat then bare alum