Heat is actually a considerable problem in space as the only means of venting heat are through radiation. When the sun is battering your surface area, the only way to vent that heat is to reflect the light, so it doesn't become heat in the first place, or to vent that heat from all surface area of the volume mass.
This gets us our "equilibrium temperature" for a given amount of energy/time (power) absorbed from a radiating source, there is a phenomenon known as black body radiation. Based on the temperature of the mass, the surface area will radiate a given amount of energy per unit time.
When energy in equals energy out for the given unit time, you have an equilibrium temperature an object will reach.
For many normal objects in space, this can be quite high at 1AU. Plastic, for example, not only runs into outgassing issues in a vacuum, but runs into thermal issues if it is exposed to the sun.
It would be rather unlikely that a standard Tesla Roadster would fare very well if it was simply thrown out the air lock in a solar orbit at 1AU. If it is as it appears, and the roadster is in orbit, then it is more of a demonstration of material technology than of the rocket.