I would not recommend that. All amplifiers prefer a "load" on their output.
What is the nominal impedance rating of the Klipsch speakers? Make sure you have the Yamaha set to the 8-ohm load setting either in the setup menu or if there is a switch on the back of the receiver.
If the Klipsch speakers are 4-ohm loads and you have the Yamaha set to 4 ohms, it will likely go into current limiting and shut down. Try resetting the Yamaha to 8 ohms and see how it is. Multichannel AV receivers often run very warm, but they should never be too hot to touch.
Yamahas generally will not driver 4-ohm loads. But like Bridgman says, you may have a short from a strand of wire. That would trigger the protection circuitry instantly.
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