Holds more energy and transfers energy more quickly.Touch the oven, or better yet try to pick up the container of sugar without an oven mitt. I can stick my hand in a 400F oven but I think thats because the air temp is lowered when you open the door.I'm not going to touch the oven! I burned my finger the other week touching the handle in a fireplace door. That thing was pumping out so much heat we could smell the carpet melting - and there is a row of 12" tiles around the fireplace and the carpet was covered by a fireproof rug. Hot hot hot.
I think the door opening is probably part of it, but the roast doesn't brown as fast in a 400F oven as it does in a 400F pan. I think it has more to do with the efficiency of heat transfer from metal to flesh compared to air to flesh.