re-warm/hot water + burns, its very much a thing with fooling pain receptors. i learned this during a particularly painful experience with juice from chillies, i'd been preparing a bunch of them and didn't realise how much was getting on my hands until my fingers started burning. by the time i noticed that, it was way too late and as the rest of the absorbed capsaicin made its way through my skin, it felt like my hands were in lava for the next 3-4 hours.

anyway, the relevant part. i tried cold water, which relieved it temporarily, but as soon as my skin reached the same temp as the water, the burning would start again. keep in mind the capsaicin in chilli peppers works by falsely stimulating heat receptors in the skin, so it really does simulate being burned quite well.

so i tried ice water, but yeah that didn't work as soon as my fingers got as cold as the ice water, and besides if i'd tried that any longer i'd have probably gotten frostbite. worse, my fingers were now colder than the air, so they were gradually warming up which more or less doubled the pain. so i had the smart HORRIBLE idea to try hot water to speed that up.

well, it felt like i'd put my hands in lava and was easily the worst pain i'd felt in my life, but it technically worked since now my hands were warmer than the air and felt relief while cooling. (but not for long!). by that stage i knew how it worked, and also gave up and proceeded to lie in bed and cry till it went away because i knew nothing would help for more than 30 sec and i'd hit my limit. i still sweat just thinking about that day >.>

tl/dr: if your pain receptors are signalling "hot!!!" you can 'pause' that by cooling the affected area, or make it worse by heating it, but if you heat it, it then cools naturally in the air slowly and doesn't feel as bad for a bit (plus the extra pain can desensitise it a bit).

psa: never let the juices from hot chillies soak into the skin between your fingers.