This seems to me like an example of synesthesia.
Other possibilities:
1) When you bring your nose close enough to the food, it senses the warmth coming from the food, just as it would sense the warmth emanating from any heated object.
2) It seems entirely likely to me that a hot food would emit more particles than a cold one, given its higher energy. The nose might sense the increased density of food particles and translate that perception to being one of warmth.
These ideas are all off the top of my head; I'll admit to having done no research on the topic.
Joy,
Lynn
