Ah, but the thing is if it was not scorching hot then it wouldn’t be safe to eat either - food hygiene standards mean hot food has to be held over a certain temperature (I forget the figure) to remain safe from just being a big bacteria incubator. So it is either stupid hot pasty with no significant chance of making you sick or a cold pasty. Pasties reheated to order isn’t so practical at train stations either as people generally want a quick transaction to get their food.