Why doesn't my stainless steel Thermos get really really hot?
I have a solid steel pint glass and I can tell you that it pretty much instantly heats up to the temperature of the liquid you put inside. You probably have some sort of double-wall vacuum flask, which insulates by using a vacuum between the steel.

As you can see, there are two walls to the flask: an inner wall and an outer wall. The inner wall is probably very close to the temperature of whatever is inside the flask. However, since the two walls are separated by a vacuum (which is a fairly good insulator), the outer wall, i.e. the one that you touch, remains pleasantly near ambient temperature*.
*Unpleasantly near ambient temperature, if you've been outside in a hot summer for a while.