Most of the energy created by the oven doesn't actually go into the food, it heats up the air which heats up your food (and also the walls of the oven). While a microwave pretty much only heats the water molecules in your food.

To roast a chicken to 165f you'll probably set your oven to 400f. And then when it's done, the air and interior of your oven are still very hot. When you microwave food, you can touch the side-walls of your microwave right away and they won't be hot. The only excess heat in a microwave comes from the food steaming and contact with the platter.