Concorde had engines directly attached to the wings, close to the fuel tanks. Some fuel was evaporated due to heat. What were the reasons to not use pylons or some cooling system to limit this effect?
According to this image of the locations of the Concorde's fuel tanks:
Borrowed from: ConcordeSST.com
and this image of the location of the Concorde's engines:
Also from ConcordeSST.com
It doesn't appear that there is a lot of room for direct transfer of heat from the engines to the fuel tanks.
Also of note, the Concorde's designers intentionally used the fuel for other cooling purposes:
The fuel is also used as a heat sink for cooling purposes. Surplus heat from the air conditioning and hydraulic systems from the constant speed drive and generator and also from the engine lubricating oil is rejected through heat exchangers to the fuel.
Based on this, I would say that the amount of fuel vaporized by engine heat was minimal at best, and, therefore, of no concern.