There are a couple of concerns to worry about, though neither is quite what your friends are saying:
First is electrolytes - depending on how much/what you eat you might end up short. Electrolyte tablets to add to some of your water might be a good idea. I'm the opposite to you and don't like to be too hot, but I use them in the summer; I've been known to drink (and mostly sweat out) 9 litres in a day cycling in the mountains. This is more likely to be an issue if you're going hiking on consecutive days, but one tablet in every other bottle will provide a bit of a top-up. The most important here is sodium (Na), i.e. common salt. If you like salty foods while hiking, they'll go a long way to meeting your needs.
Second - cooling off. If you feel the cold that much, you probably carry an extra layer, and that's a good idea. If you have an unplanned or longer-than-planned stop, sweaty clothes cool you down quickly (even with a windproof outer layer, though that helps). If an accident, navigational mishap, or other delay keeps you out as the temperature drops at the end of the day, that can get serious - so carry a bit of spare clothing.
Most people would try to minimise the amount of sweat in their clothes by adjusting their layers. You have more reason than some of us to choose good base and mid layers that have decent insulation while damp.
To try to get to the bottom of where your friends are coming from, I assumed they were worried about you getting seriously dehydrated. It doesn't sound like you are - you're just doing extra work carrying more water. I might carry a similar weight in camera gear on a wildlife hike - the extra weight is your choice, no big deal. Dehydration does increase blood viscosity, and thicker blood is a risk for heart attacks. A lot has been written, not all trustworthy, so here's a link to a scientific paper on the subject. Similarly the kidneys are affected by dehydration, particularly chronic dehydration - another paper.
Again though, unless your risk is already elevated, and you're getting dehydrated, these aren't significant - I don't know (or want to know) if you're at high risk, and it doesn't sound like you're getting badly dehydrated. If this was a significant risk in general, people would be dropping like flies on every mountain in the summer, and we'd hear about it.