Same why a flea can jump >10x its height, and a human cannot (square growth of strength, cubic growth of weight).
The equation for the thermal resistance of a cylindrical system is explained in https://youtu.be/6x-jdCGWuHI?t=801
The thermal resistance is the sum of 3 (or more) terms, and while the outer terms are indeed proportional to surface area, I'm not sure if the physical constants of the system aren't designed so that the middle heat conductive terms of resistance R=ln(r2/r1)/(2pikL) is the dominant factor.
Of course, some engineering would have to go into optimizing the size of the rocks and the surface area / mass for the expected use.
Basically, if you only have a small amount of sand, it’s harder to keep it warm for longer (more surface area for the mass, so more insulation required), and harder to deal with effectively (fan needs to blow much harder when it’s only warm, much less when it’s hot), etc.