[leovailati]

You got it actually, it's all about how long you leave your hand in. And that is why the probe has a very elliptical orbit, so it "touches" the sun briefly and goes back out into space to cool down.

Temperature is not what burns you, it's heat flow that does the burning. A boiling pot has a lot of molecules densely packed together, so heat transfer happens fast. The air inside the oven is hot but will not be as effective in transferring heat to your hand. There is more "thermal resistance" between your hand and the air inside the oven than your hand and the water inside a boiling pot.