It appears that heat exchange between items on conveyor rails and tiles that it goes through sometimes does not happen. I think it occurs off-screen only. Meaning that when I look at it, it works as expected but when I do something different and not looking at it, it doesn't.
Here is an example when there is a huge temperature difference between regolith in conveyor rails and steel tiles it goes through:
But after some time when the line starts moving the heat transfer functionality restores. Here is the same line several seconds after:
There is a save file with the system on the screenshot. Just move the camera away from it for about a minute (maybe less) to see the heat transfer stop.
1. Load save file. 2. Move camera away for about a minute. 3. Return to the scene and see regolith on conveyor rails of about 300C. 4. Wait when the line starts moving (after some regolith melts). 5. Look at the temperature of regolith start to increase.