In a sheath-limited high-temperature and low-density plasma, energy and particle loss to an absorbing wall can set up a temperature anisotropy in which the normal-to-the-wall temperature is significantly lower than that of the parallel-to-the-wall directions, even for an upstream plasma source with isotropic temperature. This temperature anisotropy excites the Weibel instability and introduces a self-generated magnetic field which is parallel to the wall surface. The self-generated magnetic field modifies the sheath/presheath plasma in two ways upon saturation: (1) it suppresses the net energy loss rate to the absorbing wall, primarily through the ion channel and (2) it transfers energy between different degrees of freedom and reduces the plasma temperature anisotropy.