SSRs are meant to run fairly warm since that's their function. Even though the heat sink will wick away all or most of the heat, the rest of the SSR can still get warm.
The issue that would concern me is the other electronics in the enclosure that will run warmer than if the heat sink was on the outside. The heat sink raises the air temperature inside.
Most electronics will last longer if run cooler, especially true if it contains any electrolytic capacitors (and just about everything that isn't just a simple switch, light, or relay contains e-caps). e-caps eventually dry out and stop working regardless of temperature but running things hotter accelerates the process. Sort of like drying out something by placing it in the stove at low heat, vs just leaving it out on the counter. The PIDs are the first thing that comes to mind. The other things should be ok.
Kal