Turbos spool via the exhaust gasses passing through them. So, higher RPM will cause them to spin faster and create more boost. Gear shouldn't matter so much as what the engine RPM is. I honestly haven't looked super close at the ecoboost engine but I suspect one spools at a lower RPM to bring on boost earlier and the other spools up at a higher rpm to keep the power coming. That would also explain the smooth power delivery it seems to have. Anyway, higher RPM will always create more heat and if you are running at a higher rpm and NOT moving fast enough to pass enough air across the radiators, coolers, etc then it will get hot.
I have not seem the coolant temp get hot on my expedition but the trans has gotten hotter than I would like when pulling a load and not moving fast (steep grade and under 15mph). Once I hit the dirt road and could put it in 4L the gear reduction made everything happy again and all temps went back to normal, even with the low speed.