Explanation:
By changing the shape of our mouths, we can turn on or off the Joule-Thomson effect on the air coming out of our mouths. When you purse your mouth and blow out, the diaphragm compresses the lungs, and the lungs expel the air from your mouth. When you purse your mouth, the air does not “escape” but is compressed. When it leaves your mouth, the air is released from the pressure, it expands and cools, and finally becomes cool.
When you exhale, the air flows from your lungs to your mouth and then out easily. At that time, it will retain the heat it received from your body heat. That is why it feels hot.