ESP8266 Community Forum

there is nothing magical about strong RF influencing analouge circuitry.
place the sensor close to your wifi-router and you most likely will observe the same effects.
with my dect phone I can disturb my satellite receiver in the net room.

most likely it is not a matter of "heating" the sensor but interfering with the internal data processing.
in the BME280 it could even be possible that the internal heating element could be activated due to interference, causing heat up.

There is related post FAIL OF THE WEEK: ESP8266 HEATS TEMPERATURE SENSOR, where people in comments share their approaches how they handled similar problem.
In short: separating ESP8266 and the sensor seems to be the most efficient solution.