The copper colored contact seen in this image acts as thermal protection.

The copper colored contact is normally closed switch, underneath the contact is a strip of a different type of metal. During heavy use, the two metal will both heat up.

The metal underneath the contact expands faster than the contact, so if the heat gun gets too hot, the expanded metal will force the switch open, and shut off the resistor, but still allow the fan to spin and cool down the device.