Because bacon grease solidifies at room temperature, but, like butter, the warmer it gets the softer/more liquid it gets. This is due to the fact that heating up means that each molecule of the grease is gaining energy, kinetic energy, the energy of motion. This means that the forces holding the molecules together have to counter that extra connected energy, and therefore the bonds between molecules are not as strong.
Warm water warms up the grease, making it softer / more liquid, making it easier to clean.
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