This is actually an old wives tale. A shutdown heat source can NOT magically generate heat.
What actually happens is, when you are driving, the cooling system is ejecting heat, but when you park the RESIDUAL heat -- the heat that is already "in" the engine mass -- now transfers some of that heat into the cooling system, and it is actually the COOLANT that gets hotter, not the engine.
Before we had them new'fangled 'lectric fans, it was common to park a vehicle and after a few minutes see it puke coolant either onto the ground or into the overflow tank