All the more technical answers are totally true and good, but I would like to offer a simpler to understand alternative:
Heat = energy. There is no such thing as cold energy that makes something cold, there is simply the absence of energy. So, when you have a hot drink you have a cup full of energy that radiates outward to its surroundings where there is less energy. The vacuum seal of the thermos attempts to keep it all locked in, but energy radiates, man. It’s what it does.
On the other hand, if you have a cold drink in a thermos you have a low-energy zone in your hand, which radiates nothing (or comparatively little). Instead, it is the outside environment that has the energy and wants to get in, but the energy difference isn’t that big so the vacuum is more effective at keeping the low-energy zone from the higher-energy environment.
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