Yes pickled Jalapeno peppers do tend to be hotter than fresh Jalapeno peppers.
But it's usually because of both the pickling process and additional ingredients that make pickled Jalapeno peppers hotter than fresh peppers.
I also find that any store bought canned Jalapeno peppers are hotter than any fresh Jalapeno Peppers I've grown.
It could be the process at which they go through during the canning process that makes the canned Jalapeno Peppers hotter than fresh ones just like with pickled Jalapeno Peppers.
Some people say that fresh Jalapeno Peppers are hotter than canned or pickled ones but your tastes can vary.
If you leave fresh Jalapeno Peppers on the vine longer they will also tend to get hotter or if you leave them out to dry and turn from green to red they tend to get hotter as well.