While there is no reason given in the story we can make guesses.
Just because the "atmosphere will burn a man alive" doesn't mean it's crazy hot. It could just mean ~100-200 degrees Celsius.
While that sort of temperature is lethal the marines haven't taken their suits off nor their helmets, they've only opened the visor. Now we assume that there is cooling incorporated into the suit. While the efficiency will certainly go down with the visor open it doesn't necessarily mean that the person would burn especially since we don't know how hot that planet actually is.
So the atmosphere is hot, but their suits are working hard to compensate and will also probably be blowing nice cool air into their faces, which if I recall my physics lessons correctly would cause a pressure difference which prevents the hotter outside air from getting in.
It's also likely that the suits would be able to gather power from the heat around them so it may not even drain the suits power reserves.
I don't think that in this scenario it is very unrealistic to have their visors up, I doubt that it would cause discomfort let alone burn them alive. Those suits have far superior technology in them to anything we have currently so it's impossible to guess what it has to keep them alive and comfortable in extreme conditions.