We address a new setting where the second law is under question: thermalizations in a quantum superposition of causal orders, enacted by the so-called quantum switch. This superposition has been shown to be associated with an increase in the communication capacity of the channels, yielding an apparent violation of the data-processing inequality and a possibility to separate hot from cold. We analyze the thermodynamics of this information capacity increasing process. We show how the information capacity increase is compatible with thermodynamics. We show that there may indeed be an information capacity increase for consecutive thermalizations obeying the first and second laws of thermodynamics if these are placed in an indefinite order and moreover that only a significantly bounded increase is possible. The increase comes at the cost of consuming a thermodynamic resource, the free energy of coherence associated with the switch.