Why do egg whites help soothe and heal burns?

I received a pretty bad (oil) burn on my hand while working in a kitchen. The first aid box was out of burn cream and the dish washer had me put egg whites on my hand; to rub it on like a lotion. I thought she was crazy, but while she was explaining to me that's an old Mexican home remedy, my burn stopped hurting. As well, it healed faster than any other burn I've had. So I ask you science how does this work? TL;DR Egg whites help soothe and heal burns, but I don't know why.