Hi,
This question can be quite confusing, but keep in mind that pH is defined as the -log[H+], or the negative log of the concentration of H+ ions. If Kw = k[H+][OH-], and Kw increases, then both the concentration of OH- and H+ increase. However, as the definition of pH only depends on the concentration of H+, you only consider the H+ increase. In reality, you are correct and the OH- concentration also rises, but this is not relevant to the definition of pH, and the question only asks you for what happens to the pH.
In fact, the sum of the two in the equation pKw = pH + pH just changes such that pKw is not equal to 14, but a greater number. It is interesting to see how acidity and basicity depend on temperature!