I tried this with two 9V batteries that you can interlock easily and they heat up a lot. Why does this happen? The internal resistance of the batteries would be quite small so why would they still heat up a lot due to Joule heating?
The short circuit current for a fresh 9V battery is around 4A. With the series connection, the emfs add so the power dissipated by the total internal resistance is roughly:
$P \approx 18V \cdot 4A = 72W$
In other words, you'd expect the combination to produce, for a relatively short time, about as much heat as a 75W light bulb.