Yes when you saute or cook Jalapeno peppers they do become slightly hotter than when they are raw.
The sauteing or cooking of the Jalapenos increases the amount of capsaicinoids which is responsible for the heat of the Jalapenos.
While sauteing or cooking Jalapeno peppers don't make them really hotter they do make the Jalapeno peppers a bit hotter.
There's not much you can do to increase the heat from a Jalapeno pepper but removing the seeds can help reduce the heat in the Jalapeno.
In my experience every time I've cooked or saute jalapeno peppers they did become slightly hotter but not too much hotter.