Basically, there's no convection, so the only way to dump heat is by radiation.

And since a radiator absorbs as well as it emits, you need to create a shade with reflective material and point a directional radiator in its shadow at the emptiest space you can see.

So sure, superconductors could be really cold in space, but if their solar shade or thermal control system fails, they are suddenly really hot.

Yeah, you still need to get rid of the heat eventually. For example, thermoelectric generators depend on a temperature gradient to function, but you can't maintain a gradient without some kind of heat sink that draws heat away from the "cold" side.