Can lights have historically been an issue for insulation of houses, as they provide a channel for the warm ceiling air to enter the plenum space between floors or the attic. Thats bad for insulation, but actually amazing for a retrofitted LED light, because it's the only fixture that will provide airflow to cool it!
On the other hand, faux-recessed LEDs can also be installed directly on top of the ceiling drywall, without any penetration. Thats the worst case scenario for heat build up, as heat rises and it's completely trapped by the dish of the light and the ceiling.