Not a good idea as far as heat is concerned, but also bad for sonics. Each piece should have its own vibration draining feet or platform of our choice. The difference is audible.
willand, you said:
Even though my Yamaha CD-S1000 CD/SACD player has pretty solid heft(33 lbs) to begin with, I have it's matching A-S1000 integrated amp and it's 48.5 lbs sitting right on top. No issues(noise, vibrations, etc.) at all and maybe a few benefits.
Try separating them with proper isolation underneath each, and see if you still feel the same.
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