I'm a volcanologist and I have worked on erupting volcanoes. First of all, volcanologists almost never actually wear those suits. Heat is almost never the hazard that matters in the situations in which we work. The hazards are usually the chance of being hit by ballistics, or getting gassed. The reason you see those suits so often is that they look really cool on TV.
I do know that Henry and Maurice Krafft wore them commonly, but their goal was to get as close to explosive eruptions as possible, as frequently as possible, for as long as possible. This strategy leads to death. It was a tragedy when the Krafts (and 41 others) were killed at Unzen, but not entirely a surprising one, in retrospect. Modern volcanologists tend to be far more cautious and you might say that the heroic age of volcanology is over.
When you're working on an erupting volcano, some major things you can do to reduce risk are:
- Wear a helmet. This would have saved lives at Galeras.
- Reduce the amount of time you spend in the hazard zone. This means you need to work quickly, which often means carry less and don't wear silly protective gear like heat suits.
- Wear a gas mask, usually with SO2 scrubber cartridge. Ever try to jog up a hill in one of these? It becomes hard to breathe, and the mask quickly fills up with condensation from your breath. Communication through a radio or otherwise is hindered. Everything takes longer, so sometimes the masks are left off in the interest of #2.
- Increase your situational awareness. Maintain communications with someone who is watching data from instruments such as seismometers and tiltmeters. Also, make sure you have unobstructed vision so that you can potentially step out of the way of lava bombs which are falling towards you. Again, PPE such as a heat suit or even a gas mask can work against this.
As for the idea of "picking up" lava with your hands, remember that lava is extremely viscous, so it takes quite a lot of force to pull a sample out of a flow. The colder lavas to which you refer are even more viscous than hotter lavas. Anyway, I doubt there are any gloves that can deal with prolonged contact with a 650C fluid. (Remember that fluids and solids are far more conductive than a gas and will transfer far more heat.) I think trying to sample lava with hands would be far more "awkward" than using a pole, which is really quite a simple, easy way to do it.
Edit: I just thought of another reason volcanologists can't dress like firefighters. Expense. Volcanologists have an extremely hard time getting sufficient funding. I actually asked for an SCBA for my work in the fumarolic ice caves of Mt Erebus, where CO2 is high. We couldn't afford it on our grant. Instead, I just carefully monitor gas levels and there are caves which I cannot enter because we read dangerous levels of gas at the entrances.
Edit: I highly recommend that anyone interested in this subject read No Apparent Danger and Volcano Cowboys.