[Pseudoscience-is-malarkey (OP)]

...and why?

[charles1948]

...and why?

An interesting question.  I've never actually experienced a "cold burn". Only read about it in Alistair Maclean's novel "Night Without End", which claims that super-cold surfaces can sear your skin like it was burned. Is that true?  Personally I doubt it.  Burning would surely destroy skin tissue more drastically, and irrevocably, than mere freezing.

Anyway, your question was "Which is more painful - hot or cold burn"? 

Without any empirical evidence, and purely from scientific principles,  I would answer "The hot burn is more painful, because the nerves are active to register pain  -  whereas with a cold burn, the nerves are numbed by cold"

Doesn't that about wrap it up?

[chiralSPO]

I've gotten a number of heat burns, cold burns, and chemical burns over the years. Nothing has hurt more than the third degree burn I got on my hand. That said, I could imagine cold burns being just as painful as heat burns, as long as they are of similar severity. But I would also say it's a lot easier to get burnt really badly by a heat source than a heat sink (even a small flame can add heat much more quickly to a small area than even something as cold as liquid nitrogen could take it away).

[evan_au]

I have experienced a liquid nitrogen burn, as a dermatologist removed some suspicious-looking skin.
- As I recall, it didn't sting very much. He was just going for the surface, so it wasn't very deep.

Afterwards, it looked like intact skin was still present (although undoubtedly dead).
- After a few days, it formed a scab which lasted a few weeks - after it fell off, there was live young skin underneath (probably formed from stem cells in deeper layers of the skin).

I guess in this case, the dead skin formed a protective layer while regrowth happened from underneath.
- With a high-temperature burn, the protective skin layer is lost, opening up the risk of infection.