We sure are. We’re walking around, being 70% superheated ice. We can melt normal solids like oxygen and carbon dioxide to vapour just by huffing on them. In fact, we breathe oxygen and carbon dioxide!
I’m pretty sure oxygen would be a gas there.
It wouldn’t last for long, as it’s that incredibly reactive gas that corrodes everything, but it’s a gas.
Look up the book Vacuum Diagrams by Stephen Baxter. The first short story titled The Sun-People is exactly this scenario. It happens on a large asteroid in our solar system. Needless to say, that the creatures can’t survive in our presence.
In Project Hail Mary there is an alien species that from our point of view are basically living rocks, living in a far hotter atmosphere with many times the pressure of earth.
But from their point of view, humans are leaky sacks of flesh that live in fridge near-vacuum
If you want a book about hot aliens thinking Earth is frigid, try “Iceworld” by Hal Clement.
