Are you saying that the heat does not really exist?
What could be generating that much X-ray radiation to cause that much heat? A Blackhole?
Saying that it’s hot (a million degrees) is actually a little misleading. The material is so diffuse that the average temperature of space is really only a fraction of a degree. Interstellar emission nebulas do the same thing: they can absorb high-frequency radiation from nearby stars, which heats up the individual atoms proportionally to the wavelength, but the actual energy is small since there is only a few atoms in a cubic centimeter. Now with a star or planet, temperature is much more significant because there’s a lot of mass...