You don't feel a temperature. You feel an energy/heat transfer.

When you touch something cold, it's cold because when you touch it, there is a transfert of heat from your hands to the cold object.

If you touch something hot, it's hot because there is a transfer of heat from the object to your hands.

In a hot room, it's a transfer of heat from the air to you.

But there is something more too.

You generate heat. If you were in a room with exactly the temperature of your skin, it will feel hot, because the heat you generate cannot dissipate in the air.

Now let's say you touch the liquid which has no energy transfer capabilities. In such way, well, you wouldn't be able to touch it.

But say we could. Your hands won't feel immediately any heat/cold because there cannot be any energy/heat transfer. However, as you generate heat, your hands will start to get hotter and hotter has the heat cannot be dissipated around, even if your body will try to compensate though other parts of the body. It's like putting your hands in a glove.