Disclaimer- Do not try this, as I’ve heard multiple times it’s one the worst possible thing you can do.
Anyways, whenever I’d get a burn when i was little, my dad would lament how his mom used to rub butter/oil on it, and the pain would go away almost immediately.
He said it wasn’t until he was grown up that it was discovered this was about the worst possible thing you could do. The oil/butter traps the heat building near the burn, and usually makes the burn last a couple of days longer than it should have, with the bonus risk of increase chance at infection.
So if rubbing a fatty substance over a burn traps the heat and actually makes the burn worse, why did it work so well at quelling the pain?