Greenhouse effect?
Loool!

Interesting though. How can something have such a high temperature? I read that the coronae of stars are hotter than the stars' surfaces, so perhaps if the objects were close to the stars, it could have the same reason as the corona being warmer. I don't know why the corona has a higher temperature than the surface, but... Just an idea.
I guess the Scientists would've known by now if it were that simple...

But we shalt know in the Future!

Bla, interesting question. I may not know the complete answer, but hopefully i can help you figure it out.
As most people here should already know, a star's light and energy are produced by large amounts of hydrogen being fused in it's core. The sunlight created is forced out of the star and sent into the universe. Unfortunantly, because of the star's themendous size and density, the light actually needs to navigate inside of the star for millions of years before actually being let out into space. The density of the star may also be comflicting with the amount of heat that is actually being released as well.