They do. No one likes to sweat while gaming or have to pump the air conditioning because their computer is putting out as much heat as a space heater. Plus in many countries electricity is now quite expensive.
Test the card in another system, and test with your system set to totally stock settings, no overclocking of anything. That includes undervolting the memory.
Also test the voltage on the 12V rail (preferably with a hardware voltmeter, not the...