Water, fat, etc are not nearly as compressible as air, and the thermal mass of the air involved would be a couple orders of magnitude lower than everything else.
400 bar is (from some quick searching) fairly mild for industrial hydraulic systems, and hydraulic fluid doesn’t get especially hot while in use.
On the other hand, a leak in a pressurized hydraulic system is extremely dangerous if you’re around it due to the extreme velocity of ejected fluid.