your actually on the right track with the expansion of the metal but the rust does not burn off it is actually broken out of the joint by the expansion and contraction of the metals.
works the other way around as well when i work on cars and trucks and have to say remove an exhaust manifold and all the nuts are rusted to the studs i take a "canned air" keyboard dusty and turn it upside down and spray the bolts down the sudden freezing from the co2 blast then quick thawing once it evaporates breaks the rust up then when you spray it with some penetrating oil the oil can actually get to the threads and bust the rest of the rust loose (sometimes oil is not even necessary after freezing but i hate drilling out broken studs so i still do it as a precaution)
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