Just an update:
Brought it don to .6 and worked like a charm. Its pretty warm but not alarmingly warm. Once again thanks!!!
I know this post is a few months old, but when testing my MPCNC with the MKS SBASE board, I noticed the Z axis motor makes a slight noise after moving the X or Y axis motors. After only a few minutes of testing, the z axis motor is warm & the x & y are room temperature. I am guessing the Z motor needs to be running some to keep it engaged. Mine does not get warm enough to worry about after 20 minutes of running, but thought this might be part of the issue of the Z motor getting warmer than the X & Y.
I turned down the POT to the driver as Ryan suggested and it fixed it right up!
That is totally normal. The steppers make a slightly annoying ring when they’re activated. Once you tell them to move they activate and try to keep that position. My z also gets warmer but it’s fine. I really wanna try out that new leadscrew though 
new leadscrew?
Another method, which is the one I used, is to replace this motor by a bigger one. On my machine the motors are cold, but the drivers gets hot. But it is much easier to cool down the drivers since they all are in the same spot. So if this turns out to be an issue, just replace this motor by a bigger one (by bigger, I mean longer here, they are actually the same diameter).
And yes, it is normal that the Z motor gets hotter. The reason is that you want the motor not to move at all, so the stepper driver sends it current to hold the position. This current is quite higher than the current you need to jump from a position to another, so the motor gets warmer.