Answer
See explanation.
Work Step by Step
The wet filling has trapped steam, which has a high heat of vaporization. The heat released as the steam condenses to liquid water is considerable, and this burns your mouth.
Furthermore, the liquid water has a relatively high specific heat capacity compared to other common materials, such as the pie crust. Another way to phrase this is that the wet filling has a lot of "thermal inertia". Before it cools to room temperature, it will dump a lot of thermal energy into your tongue.
