Globally that's true, but perhaps more relevant when considering the part of the biosphere that humans primarily inhabit? To what degree is the urban heat island effect caused by artificially heated air (including waste heat from A/Cs), for instance?
Urban heat island effect is cause by cutting down too many trees (which reflect infrared) and paving over the majority of the surface. Here too mechanical heat is dwarfed by sunlight.
I'm not so sure, I can't find numbers but it is commonly listed as a secondary factor (including by wikipedia).
I did find this: "Results show that the urban heat island causes an average increase of 2.2 °C in the external air temperature mainly caused by the waste heat rejected from cooling system" (https://www.mdpi.com/2225-1154/9/3/48/htm)
And while it's true UHIs don't significantly contribute towards climate change, they can cause increased rainfall, and presumably have some effect on agricultural production that's done near larger cities.
You underestimate how wasteful suburban life is. If you have 2,000 people in a square kilometer all burning tens of kW of petrol in their cars and running multi kW AC systems in their homes and their office as well as pools, giant LED billboards and whatever else it starts to give sunlight a run for its money.
Power generation creates a lot of heat too. Coal, natural gas, and nuclear power plants usually all operate by boiling and recondensing water, and as a consequence they have cold water as an input and warm/hot water as an output. That's a problem for rivers. France recently had to reduce output on their nuclear reactors because running them full power would make the rivers unacceptably warm.
I suppose it's less of an issue if your power plant uses sea water as coolant.
Power consumption can also generate a lot of heat. I'm not sure how much of a factor it plays in the big picture.