[lxgr]

> Have you tried submerging yourself in moderately hot water, I wonder?

Yes.

> have you spent some time pondering the difference in heat transfer between convection and conduction?

Also yes, but not in this context. I don't think basic thermodynamics (alone) is the right lens through which to analyze the health benefits of either. Without empirical studies, I feel like there can easily be plausible-sounding thermodynamic arguments for completely opposite outcomes.