Having never had a vagina I'll take your word that you can feel the heat shooting in you. From my experience I have had varying results, sometimes feeling the heat and sometimes not. Living in Michigan I've had sex in some pretty damned cold places, and in those instances, hell yeah I've felt the blaze whether he shot or oozed. I know the core body temperature stays toasty in your guts, but something other than the steady pump and his shuddering body cues indicating he was going over the edge allowed me feel his liquid heat up my ass.
Conversely when I'm over heated, the temperature and humidity levels high and I'm a sweaty hot mess, I can also feel the pulse fairly well. I'm not sure exactly why I have heightened sensation under those circumstances. At room temperature sometimes yes, sometimes no. I do fondly remember one time in LA (one of the very few times I enjoyed the act rather than knowing I was just a convenient hole to the guys plowing me*) that the position we were in definitely allowed me to feel the heat of his ejaculation. I used to love the pile driver when I bottomed.
Normally I don't think I pay attention well enough during sex to concentrate on that particular detail, I'm usually more engaged in the actions, the visual and auditory cues of my partner. My view of sex is kind of selfless that way; for me sex is all about how you make the other person feel, so I tend to try to be in tune with my guy. (Full disclosure, I am not always so noble. If a guy was hurting me or the sex was really bad I have been blunt and said, "I'm done and this is finished.")
I'm pretty sure I've never felt the heat of ejaculation when a guy had a condom on. Maybe I'm just not remembering that very clearly, Mark and I haven't used a rubber in decades.
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*The time I spent in LA as a youth wasn't peaches and cream very often... Not the greatest or most proud moments of my life.