[lucideer]

> kinda amazed no one's ever just thrown a probe at the sun [...] before it burns

The answer is somewhat simply that it burns real quick. These guys made the heat shield for this thing and have some decent insights: http://enbio.eu/solar-orbiter/

[mnw21cam]

Also, it takes a heck of a lot of rocket fuel to just throw a probe at the Sun. More than to send it out of the solar system.