Nah, I'm not concerned about it. I have good temperature tolerance anyways, probably from playing soccer in the sun without water breaks all my whole childhood.
And both my parents are physicians, but they aren't specialists, so they didn't really have a clue. From the basics that I understand, it could be that rapidly firing synapses greatly increase the temperature in the brain, and then it transfers heat to the blood to cool itself, and the blood heats the surrounding tissue on it's way back to the heart. Maybe it's the radiation from the brain that heats the surrounding area. Since the brain is giving off energy, it would stay relatively cool, while the surrounding tissue would warm up quite a bit.
I don't know, they are just random theories. I want to find somebody else that does it though.