I would imagine that this would be from heat coming from the device making your hands hot.
A little bit, I would assume, but on the whole the 3DS actually stays cool really really well.
I think it's probably because the 3DS isn't as ergonomic as a traditional console controller, and you generally have to grip it at least somewhat to hold onto it, which helps make you sweatier.
Whereas with a controller, like the Xbox/Playstation, for the most part they can just sit in your hands without too much grip. But when you get into intense moments of play, then you might find yourself gripping tighter, and therefore sweating more.