Peppers don't usually get hotter if you roast them, and instead when pepper are roasted they often taste less intensely hot.
However when you do roast the peppers, the flavor of the peppers becomes more intense as well as complex.
Roasting the peppers does concentrate the capsaicin in the peppers by removing the water, but the extended heat and the steam from roasting the peppers breaks down the heat compounds, which makes the roasted pepper milder and not as hot as it normally would be.
When you roast the peppers, the roasting of the peppers enhances the natural sugars in the peppers and creates a smoky, sweet as well as complex flavor, which can also feel less jarring than the normal, sharp, raw heat of a fresh hot pepper.
And while removing the water from the peppers when roasting them, concentrates the spice in the peppers, the heat itself in the pepper is steam volatile and will break down with sustained cooking or roasting, which results in a milder pepper, instead of a hotter pepper.
If you want the mildest flavored pepper when roasting them, you should roast the peppers thoroughly for around 5 minutes at 500 F.
Boiling the peppers also reduces the peppers heat significantly, because the capsaicin leaks into the water during the boiling process.
And similar to that of roasting the peppers, frying or sauteing the peppers can also make the peppers feel less intense over time, although it can also cause the capsaicin in the peppers to become airborne and act like a tear gas for example in the kitchen or where you're cooking the peppers.
If you want the peppers to maintain their maximum heat the peppers should either be consumed raw or lightly cooked instead of fully cooking them or roasting them.