I never questioned it.
Space is also extremely cold, and if it's as dense as Musk cooling won't be an issue.
The ISS doesn't have problems staying warm, it has problems cooling off.
It does say he's planning an AI sun, I'm guessing that's the temperature you need to run at for radiation to work.
Everything I've heard from Musk in the past decade has been against my will and has made me dumber. (no I do not care to verify or know whether the above is true)
Edit: ah fuck ya got me "the next book in SpaceX and xAI's mission: scaling to make a sentient sun to understand the Universe" what the cultish bullshit is this. In a just world investors would be fleeing in droves from this cuckoo behavior (I know xAI & SpaceX are private)