How does warm water effect a sunburn?

I recently received my first sunburn for the summer and it reminded me of a piece of advice I was once given. After a day out on the water with my friends family I was pretty badly burnt. As I was heading to the shower to run some cool water over it to take the heat out, my friends dad stopped me and told me to run warm water over it for a while "to take the sting out". I was somewhat dubious, but to my surprise after the shower, my burnt skin wasn't as sore as I had expected.

So, have at it, r/askscience. What the hell happened?