Why let your pie cool instead of eating it hot?
It definitely needs to cool to prevent burns - the filling is likely even above the boiling point of water, because it has so much sugar in it and has been in a hot oven. Eating it pleasantly warm is one thing, but it takes a long time to cool from over 100C/212F down to a nice warm/hot temperature somewhere around 50C/120F. (It's not like a cookie, which cools quickly enough so that you can (carefully) eat it fresh out of the oven. Pie has plenty of thermal mass.)

Besides that, most pies have a filling that will set as it cools. With a fruit pie, the sugary syrupy part will be pretty runny when it's hot, but it'll gel up a bit (like a jam - plenty of fruit and sugar) as it cools. And of course custard pies definitely need to cool to fully set!