Heat travels less quickly through the foil, and there is less room to travel laterally. The coal is followed promptly by the foil, followed by whatever shisha is beneath the coal. So for the shisha right beneath the coal, the heat from the coal has had less room to dissipate. Sure, you get some horizontal conduction, but because the foil is so thin, it doesn’t hold as much heat, and a lot of it will get radiated into the air.
It’s like how a thin pan cools down a lot when you put food in it – less heat capacity, even if you’re using the highest flame.
HMDs are the opposite – thicker, so the heat has more room to dissipate as it travels downwards. Right beneath the coal, the shisha doesn’t get as hot as it would with just foil, but the thicker aluminium is more effective at conducting heat around the bowl and not immediately losing it to the surrounding air.