It's probably because our ancestors were frequently around 300°C metal which badly damages flesh in a fraction of a second because they made fires to cook. I don't see why that would cause natural selection to make that pain so extreme instead of only slight. It's so rare for somebody to die from getting a nasty burn from touching such a hot metal. Is it because those who didn't feel heat pain were frequently holding very hot metal objects and although each one touching made them only a tiny bit less likely to survive, the damage added up and eventually they would have held such hot metal objects so many times that they had a very high probability of dying?

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    $\begingroup$ You are thinking way to close in evolutionary history. 1) Early life likely arose in thermal springs or around volcanic vents in the oceans. It would be beneficial even for single celled organisms to have proteins that helped them detect or repair damage from heat. Those evolve a different function in multicellular organisms and is how you can detect heat. 2) We evolved in forests and brush land. During dry periods, lightning strikes set off forest fires. those that react and flee reproduce another day, those that don't, don't, but you could likely go back to the very first mammals for that. $\endgroup$
    – AMR
    Nov 17 '15 at 2:21
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    $\begingroup$ Without antibiotics it absolutely is not rare to die from an infected burn wound. $\endgroup$
    – James
    Nov 17 '15 at 4:17
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    $\begingroup$ Do we have burn specific receptors or does it just hurt because it damages the tissues as a physical damage could do? Are other apes less sensitive to burn pain? I think these questions should be answered first (and maybe you guys know the answer). $\endgroup$
    – Remi.b
    Nov 17 '15 at 6:38