The issue is adiabatic stability, the rate of heat escape is an issue that would play out over much longer timescales. If you had a cloud of pure dust, self-gravitating, and you asked if it was adiabatically stable to contraction, in normal situations the answer is going to be yes. This despite all those internal degrees of freedom for storing heat. The reason is, the pressure balance in a dust cloud is kinematic, it relates to the kinetic energy of motion of the dust-- the heat content within the dust will be irrelevant. If the dust cloud were to contract slightly, the released gravitational energy would go into the kinetic energy of motion of the dust, not the dust temperature. Given enough time, the two would equilibrate, but that's just what you don't have-- enough time. Instead, the dust cloud would simply re-expand, it would be adiabatically stable without ever exciting the internal degrees of freedom in the dust. It's a timescale issue.