I will compare some points which can be easy to understand why sun is hot?
The sun is not isn't different from you just like gravity hold you down, gravity holds the sun together gravity continually pushes and causes the sun to get hot, you know hot feeling you get when you stand too close to heater that's how the sun is the closer to the middle where all the pushing goes the hotter it gets, the sun also work very hard to make energy like an engine in a car makes energy for the car to go the difference the sun spreads energy all over space and that tough the sun works on so hard it gets very hot just like you when you work hard and your all you get very hot and the sun works the same way on earth we get heat form the sun but luckily not all of it the sun is millions nearly a billion miles way from us by the time the heat travels all the way it isn't quite as hot as it used to be think of it like a cup of tea it's nice and hot at first but by the time you carry it round the house and sit down to drink it it's cooled down a lot, the sun helps us in lots of ways hanging out in the sun gives you the vitamin D, your body needs to keep you healthy while it's not good forget too much sun it's certainly good to get some after thinking about how hot the sun is you start to understand just how important sunscreen for your body imagine how your skin feels when the sun beats down on you sunscreen protects you from that and if you've ever wondered why astronauts couldn't visit the sun now you know with temperature that high the astronauts couldn't handle it we have plenty of advanced technologies to find information about the sun without putting our astronauts in harm's way and that's why the sun is hot.
moon is not reflecting the sunlight because moonlight is cooling, if it were reflecting sunlight then moonlight will be warm thing. the sun and moon near by objects but reality is the light pattern on the moon the phases of the moon are perfectly in line with the positions of the sun and moon. if science does not support their claim, they deny the science, they do not change claim so that how we got to cold moonlight.