The soles of your feet have plenty of blood circulating through them, this combined with our feet's double-water pores and increased amount of pores per cm^2 makes it easier to shed heat through perspiration. Water is incredibly good at temperature regulation because of the energy required to heat and cool it to different states

Our palms and soles have an increased amount of sweat glands to provide greater friction with surfaces, our soles with ~600-700 pores per cm^2.

Edit: can't find a source for the "double water sweat glands", but I recall seeing something about it in a PBS documentary comparing humans to other primates, more specifically how sweating more efficiently may have given us the evolutionary advantage