My CLK sometimes heats up in the same area. It is does not get so hot that that you cannot touch it, but pretty warm. It seems to have something to do with the ambient temp, type of driving, and wind speed and direction. It seems if the wind is blowing a certain direction on the hiway, the console temp goes up. May be creating a dead air spot or something.
There is a lot of insulation in the console area, but the tranny is close by, and the exhaust runs pretty close (getting rid of 275 hp worth of gasses). Perhaps there is some insulation missing or moved in your car ?
By the way, even though the shifter is on the console, there is no hole through to the tranny, all messages are sent electronically.
I would say that if it seems too hot to you, have the dealer look at it. That is what warranty is for.