The heat ablates the outer layers, and depending on the composition of the rock it might not be a good conductor of heat, so the heat doesn't necessarily make i

The heat ablates the outer layers, and depending on the composition of the rock it might not be a good conductor of heat, so the heat doesn't necessarily make its way throughout the rock before the hot outer layer ablates away. The rocks that land can sometimes be cold enough that they build up frost on themselves, because they've retained their low temperature from space and started condensing moisture from the atmosphere.