I don't know about most other cars, but I know on my Honda, I can actually grab the muffler for a short period of time before it feels like it's burning... which means it's not that hot, compared to other sections of the pipe.
Believe it or not, one of the greatest areas of potential heat loss due to convection is the catalytic convertor... hence the reason there's a heat shield on it... it's always in close quarters to flammable materials.
If I still had my Delta 88, I could show you what happens when the cat is too close to the body and overheats. The floor of the car actually caught on fire... burned most of the driver's side carpet and underlayment, but I put it out before it seriously damaged anything. The car was idling in my driveway when it happened, running richer than ever.
Rich mixtures heat up the cat... lean mixtures cause parts of the engine to overheat... I won't go into detail on that.
Anyway, have you ever considered driving a sterling with the pressure from the exhaust, rather the heat? Or even using both... recapturing even more energy. Don't forget, part of the waste of the engine is in the pressure exhausted. (It takes energy to create the pressure, therefore exhausting the pressure without using it is a waste of energy.)
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