Mayonnaise contains oils and fats in it which when heated the fats and oils separate and bubble in the mayonnaise.
When that happens the mayonnaise loses it's texture and taste so the heated up mayonnaise is not as good as it would be before you heated it up.
I've heated up a mayonnaise sandwich and it was okay to eat but the mayonnaise lost it's texture and didn't taste as good but it was still safe to eat.
Also when you heat up mayonnaise Instead of mayonnaise you end up with very oily scrambled eggs which is not very good.
So I would not recommend heating up any mayonnaise but it's not gonna harm you if you do decide to heat up the mayonnaise.