Typically on a brushless setup, I would expect the ESC to get hotter than the motor, hence on some brushless setups you see a fan on the ESC and not on the motor and a feature on the ESC to tell you how hot we are getting under that bodyshell.
There is less drag on a brushless motor than a brushed, but probably a lot more components on a typical Brushless ESC than there is on a brushed motor ESC.
All things considered, yes you could run a cooler on a b/l motor, but I doubt you would notice much, if any difference.
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