The most effective way to radiate heat in this way is through increased surface area. Dust and ash may not appear to be good for much, but they both have a lot more surface area than fabric. In short, while it may look like Kevyn's low-profile armored uniform has failed in the face of the Sergeant's careless wash of plasma, it has actually performed its function admirably, keeping Kevyn from roasting.
It is a good thing the room is full of air -- otherwise the dust and ash would have nothing into which to quickly dissipate their heat other than Kevyn, and Kevyn would be surrounded by a fog of skin-scorching particulates. Oh, and he wouldn't have any air.