If the heads were bare rather than already built I would have no problem coating them.
The valve stem seals will NOT survive the heat to outgas the metal (500 degrees for at least two hours to bring contaminants and impurities in the casting to the surface as a crucial part of aluminum prep), or the lesser +/- 400 degrees required to cure the powder.
Even a "good" masking job won't keep blasting media dust or the fine powder particles out of the internals.
Heat dissipation is not really a big concern. Powder coating holds no more heat in than paint does.
I don't know who offered to coat them for you
@tx67fury, but I can almost guarantee he is 1) more interested in your money than your engine, 2) knows little or nothing about proper and thorough aluminum prep and 3) has never built a motor.
Think it over really well and ask to see, feel and inspect his prior work on aluminum before making a commitment. A few dollars to make them look pretty could ultimately cost you thousands in the long run.