Dumb question

PVR wrote:

Short answer:
Different thermal conductivity of gases and liquids.

Longer explanation:
Thermal conductivity is the ability of any substance to conduct heat.
It's similar to different substances having different electrical
conductivity (i.e. different resistance)

Experiment 1: Thermal conductivity
Two equally sized rods. One made of metal, the other one of glass. Take
one end into hand. Heat other end with lighter/candle/bunsen
burner/whatever you have. You will notice that the metal rod will heat
up much faster than the glass one.

Conclusion:
Metal has a better thermal conductivity than glass. Therefore, heat
gets transferred much faster.

Experiment 2: Subjective Sensation
Bucket of water at room temperature. Put one hand in bucket. Hold for
several minutes. You will notice that the hand in the water will feel
colder than the other one.

Conclusion:
Water has a better thermal conductivity than air. The heat from your
hand gets transferred faster to the water in the bucket than to the
air. Therefore, it's "colder", though both substances have the same
temperature.

Similar experiment can also be conducted with e.g. a metal surface vs.
a plastic surface. The metal will always feel colder, because heat from
your body will be dissipated faster.

Now, what about that spray can? What's that got to do with it?
A spray can consists of three parts: Metal body, compressed gas and
some liquid (paint, deodorant, whatever). We can omit the other parts,
like cap etc.
When you take the can into your hand, heat from your body is conducted
to the metal body (good conductivity=fast transfer) and then to the
compressed gas inside (bad conductivity=slow transfer).
Now, when you shake that can, the liquid within gets dispersed into
tiny drops. Some of these drops don't flow right back to the bottom,
but instead cling to the metal can. This affects heat flow, of course:
transfer). Almost like sticking the hand into water. You know the
result.

Good luck,

A. Friend