I went through BMQ with a guy who was rejoining who lost a good chunk of thumb because of frost bite. Not cool. Also I'm sure that rule (like many) happened because someone at some point thought it was a good idea to eat them, or rip the package open and rub themselves with it, or added it to water to make coffee, or fell asleep with them somewhere and woke up with burns. Reminds me of the other rule I kept seeing everywhere. Do not iron or steam cloths while you wear them.