Going off the conversation in comments on another answer, I'm converting that info into an Answer.
From a 2017 article on Nature.com, compared to the heat being captured by greenhouse gasses, anthropogenic waste heat only accounts for about 1% of the temperature increase globally.
Nearly 70% of energy is consumed within cities occupying a mere 2% of the Earth’s surface area, and future scenarios indicate that global primary energy consumption will rise 1.6 times (864.7 quadrillion kJ) from 2010 to 2040 (http://www.worldenergyoutlook.org/). Although anthropogenic heat accounts for only 1% of the greenhouse gas forcing, it causes the majority of regional warming, such as urban heat islands1,2, urban boundary heights, and hourly intensity of precipitation at the city level2–5, especially at night.
This article says that most of the problems caused by this issue are local to the regions creating it. Cities, industries, etc. are all creating this waste heat, but it dissipates as the distance to it increases. This means it's not a significant global issue, but it is an issue that needs to be addressed. We just need to realize that we can't ignore the 99% problem of greenhouse gasses to fix the 1% problem instead.
Some of these problems have been studied since 2006 and earlier. According to the 2020 article (on the right half of the screen), this was considered a significant enough problem to be looked into that the Osaka Heat Island Countermeasure Technology Consortium (HITEC) was created. There's also articles from 2013 and 1993 talking about this issue, so it's been looked at considerably, but the only place I can find a number assigned to the amount of this effect is from the Nature article I first referenced.
Osaka Heat Island Countermeasure Technology Consortium (HITEC) was established in January 2006, for the purpose of the development and spread of heat island countermeasure technologies, implementation of measures and verification of their effects, and the collaboration between industry, academia, government, and the private sectors .
This next article doesn't say how much this effect causes heating compared to greenhouse gasses alone, but it confirms that it's a fairly local problem in section 2. It also says that to help reduce this effect, we need to reduce the creation of greenhouse gasses. From how I read it, this means that anthropogenic waste heat and greenhouse gasses aren't two different problems, but intertwined. Not to mention that most of this anthropogenic waste heat is created by industries and homes releasing greenhouse gasses to create the heat they use and release.
Cool roofs reduce building heat-gain, create saving air conditioning expenditures, enhance the life expectancy of both the roof membrane and the building’s cooling equipment, improve thermal efficiency of the roof insulation, reduce the demand for electric power, reduce resulting air pollution and greenhouse gas emissions, provide energy savings, and mitigate UHI effects.