Yes, playing speakers will heat up a space. There is first the electrical energy lost in the voice coil to heat, and any sound that doesn't escape the house will bounce around on the walls and furniture vibrating them, and causing the mechanical energy to also turn to heat.
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Pioneer PDP-5020FD, Marantz SR6011
Axiom M5HP, VP160HP, QS8
Sony PS4, surround backs
-Chris