The female threads don't burn when torching the broken stud due to the rust between the 2 mating parts. Rust is technically "oxidized" metal, so its like trying to burn ashes, they are already burnt. Next time you fire up the torch, get a heavily rusted piece of scrap metal, grind a spot on it to white metal, and try to burn a rusty spot, then try the clean spot and see how fast it burns. Also there is a big difference in burning a steel bolt vs. cast iron head.
Courtney.