Why does fruit retain heat when cooked?
The same phenomenon occurs with tomato sauce on pizza, or vegetables in a casserole: the moist filling feels much, much hotter than surrounding crust or noodles.
In short, this phenomenon is caused by differing thermal properties of the materials involved. The quoted excerpts below (from PhysLink.com) provide some explanation of the physics involved, and I've attempted to extend and simplify it a bit more.
Imagine an apple pie fresh out of the oven:
Despite the temperatures being equal, your tongue is still more likely to get burned by the [pie] filling than the [pie] crust, though. There are 2 principles behind this: thermal conductivity and specific heat capacity.
Thermal conductivity is just the measure of how quickly heat energy travels through a substance.
Pie crust has lower thermal conductivity, since it has less water in it and more pockets of air (even small ones) and the heat energy is not conducted through it as easily.
In contrast, the fruit filling (which is relatively full of water) has a higher thermal conductivity, and can more easily transfer its stored heat to your mouth.
Either hot pie crust or hot fruit filling can burn your tongue, but the hot fruit filling will burn you more quickly.
Specific heat capacity is something like energy density of a substance, and measures how much energy must be contained in a substance for it to have a certain temperature. For example, 100 grams of aluminum at 100 degrees C has more heat [energy] in it than 100 grams of copper at the same temperature. If you dropped both pieces of metal into separate cups of water, the one with the aluminum chunk will get warmer than the other- there's just more energy contained in it. Since the filling is mostly made of water, and water has a very high specific heat, the filling must give off a lot of heat for its temperature to decrease
This has 2 effects: when the pie comes out of the oven, the filling cools down much more slowly, and as a fragment of filling gives up heat to your tongue, it only cools down a tiny bit.
The specific heat capacity is a bit trickier to understand, but it essentially means that the filling (remember, full of water) absorbs more energy to reach the same temperature and therefore has to transfer more heat energy (either to the air or to your mouth) to cool down compared to the crust, with lower heat capacity.