Yes, but what's important is the rate. Power is the measure of calories per hour (or joules per second). Fat (and food in general) is extremely energy dense, but that energy can only be released relatively slowly.

This is the same reason why TNT is used for demolition while gasoline is used for engines. Gasoline delivers 15 times the energy of an equal weight of TNT, but TNT's energy release is much more rapid (it can also do so without air, the other big reason for blowing things up with TNT).

It's not just that it's a lot of energy, but also that it's being released all at once, and into just 200g of matter. It's not all heat energy, either; an uncomfortably large portion of the energy is released as an explosion!