It's glass fibre reinforced concrete (GFRC). Very much doubt it's heat-reactive, suspect it's just oil & dirt on a somewhat porous surface (so cleaning properly is labour-intensive, stickers are cheaper)

It is very very very unlikely that they would build an underground pedestrian station that had walls that reacted to heat, unless it was to absorb heat in case of fire.

I'd also think that plastic resins are not the best thing to be reacting to heat.