To gain what in the end ? more design complexity ? lower temp losses etc ...
It is designed like this, it is normal in a sense you have thermal losses etc ... LINEAR says it all, even having tons of supply taps, you have the load variations, if the supply get a little bit low on the input power section you may loose efficiency and stability ...
This is a pretty basic psu ... and lucky you you have xformer taps in it, other dont loll
Not my 52 pourd Lambda 80vdc - 8 amp psu, when i push it to the max, i have an 864w heater loll
Get a switchmode ?? or some psu like Kikusui, they are in some models pseudo phase controlled with a mix of buck and linear mode, they dont heat at all
If not, get some sorensen or other psu based on phase controlled ac main inputs ... they get bulkier because of the big coil input they have, since they almost work lik buck converters
my 2 cents