It’s a matter of surface area and water being a great conductor of heat.
A candle is very hot but only a small point at the end of the wick is actually burning. if you snuff it out with wet fingers, that tiny point of heat is distributed across the much greater surface area that is your fingers squished together and you barely feel it.
A pan is large and thus contains *vastly* more actual heat energy. The metal of the oven mitt is a great conductor, as is water in a wet oven mitt. All of the heat from the pan is conducted almost instantly through the water and into your hand. The surface area ratio of “hot thing : hand” is much greater with a pan than it is with a candle, and all the heat from the pan doesn’t “go out” instantly like it does with a candle. It just keeps pumping heat in until the temperature of the pan and your hand are the same.
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