I have found a decent answer. Another Redditor had pointed out that as the moon has no atmosphere, the heat cannot build up around you, I believe this the third method mentioned below.

The first thing to know is that all trips on to the Moon’s surface were carefully planned for lunar dawn, to ensure the surface hadn’t had time to heat up fully to its daytime temperature. It is also important to think about how heat can be transferred to astronauts on the lunar surface.

There are three ways heat can transfer and only two are possible on the Moon. The first is radiation, both directly from the Sun and from the Sun’s reflection on the surface. The astronauts’ spacesuits were designed to reflect almost 90% of the light that reaches it, so very little heat would have transferred to the astronauts.

The second is by conduction from the direct contact their feet had with the surface. This is also an ineffective process as regolith on the lunar surface doesn’t conduct heat well and the astronauts’ boots were insulated, slowing down conduction even further. This shows that even though huge temperature variations occur on the Moon, lunar astronauts were never actually exposed to them.

Answered by Megan Whewell, Education Team Presenter for the National Space Centre