Well they have been know to short out, and desert animals such as beardies are not designed to sense heat that way. They have a third eye on their heads which is adapted to sense heat, and they move accordingly (unlike us who spend alot of presious energy thermoregulating to keep a constant temp) They dont have such sensors on thier bellies so it takes infinatly longer to sense heat, in this time they often become too hot without realising and sometimes burning.
When we raise exotic creature we try and emulate their natural life, but as safely as possible (were not going to dump alot of sand in there are only give food one a week, not paying attention to the size) and this include how they would normaly be in the wild i.e. we provide a 'sun' for them.