I think they get burned because their instinct over ride each other. If you could imagine two halves of their brain fighting on wants security the other wants warmth normally this causes thermo-regulation, which is why we suggest you offer two hides. When they are both satisfied they gang up on the part of the brain that says "run your being hurt!" tie him up and shove him in the locker. Basically their basic needs over rides their self preservation trigger..
That's just my two cents.