What's the big risk though? Plastic has pretty low conductivity so the surface in the sun might get a little warm but the whole thing will take a long time to heat up. Same thing keeps it from being very dangerous to touch, plastic transmits the heat it has to your hand more slowly too. Plus most dog noses are already black so you're not even really changing the absorption of the area much. If the nose can carry away the heat of the sun directly hitting the nose skin it can do the same for it creeping through the plastic nose guard too.
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What's the big risk though? Plastic has pretty low conductivity so the surface in the sun might get a little warm but the whole thing will take a long time to heat up. Same thing keeps it from being very dangerous to touch, plastic transmits the heat it has to your hand more slowly too. Plus most dog noses are already black so you're not even really changing the absorption of the area much. If the nose can carry away the heat of the sun directly hitting the nose skin it can do the same for it creeping through the plastic nose guard too.