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.
Imagine sticking your hand in the oven for 1 second. Now imagine sticking it in a pot of boiling water for 1 second. One you do every day, the other is an immediate trip to the hospital. What’s the difference? Water is far more dense than the air in the oven thus will transfer much more heat to your hand over that same duration.
> if I was in the oven, I'll burn and die there too.
Eventually. Not momentarily.
It would take you much longer to die in the oven than if you would dive into boiling water. I didn't tried both so I cannot be sure, but I suspect that one can live in a boiling water just for a several seconds, while it is possible to live a few tenths of seconds in the oven.
Finnish saunas regularly go to 100°C (210F). I can personally attest that fifteen minutes in dry 100°C air is very survivable, you just get sweaty. Meanwhile 100°C water burns you almost instantly.
Though it's worth noting that when talking about humans in air the humidity plays a huge role. Sweat cools your body through evaporative cooling, which works better the drier the air is. At 100% relative humidity you can't cool down and eventually overheat, at 10% humidity we can survive some ridiculous temperatures for as long as we can keep sweating.
Yes, some sauna's need you to wear the key of your dressing locker on an arm bracelet. While relaxing nicely in the heat you can instantly burn yourself severely the moment the iron part of the key presses into your skin. (Talking from experience here)
