_Being_ under pressure has no effect on temperature, things do not stay hot on their own; that would actually be a very simple way to create infinite energy from a pressure cooker or a compressor.
_Changing_ pressure does not really change temperature either. This more or less holds for gases (and plasma), though. Why? Because:
What really changes temperature is getting _compressed_. That means more matter per volume. Gases get hotter when compressed, and they compress a lot when under pressure. Hence in total, gases get hot when putting them under pressure; but also their volume shrinks a lot. In the ideal case, the factor of compression causes the same factor in absolute (Kelvin!) temperature.
Meanwhile, liquids and solids are almost incompressible: they won’t compress notably under sane pressures. At the bottom of the oceans, water is roughly compressed by 1%. So, at best, it gets hotter by 1%, which starting at room temperature would mean a measly 3°C.
Other materials, especially solids, compress even less.
Source: I own a 300 atm compressor (for diving and such) and I assure you, nothing non-gaseous I ever put under such pressures got notably hot.
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