Materials expand when heated and contract when cooler. You might notice that a cold lid will have quite a gap when put on a hot pan and might get stuck to the pan as it cools. This is all due to thermal expansion and contraction. The problem with cooling down a pan with cold water is that it will cool down parts of the pan very rapidly while other parts of the pan is still hot. So as some of the metal contracts while others is expanded you get a lot of forces going through the metal. This may cause it to warp or crack. Especially glass lids suffer from this as it will crack very easily and shatter into many pieces.
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