The only body movements not involving the brain are "controlled" by the spinal mark. These reflexes kick in to prevent damage from the body in certain cases, but there is a difference between these reflexes and "reactions" like pulling the hand back from a hot frying pan. Reflexes are systems that evolved over a long period of time and thus can only apply on "standard injuries". The most famous reflex is the one that makes your lower leg thrust forward if you hit the nerve right under your kneecap. This one possibly derives from ancient times when humans still had to run quite often. running away from some animal and falling because a branch pushes your leg away sucks, so the reflex tries to counteract the impact of the branch with brute force, allowing the human not to lose stability and quickly move on.
Problem is these reflexes are absolutely one-way and unsupressable. If you'd put a plank with nails in front of your leg and then hit the nerve, your leg still would thrust forward, ramming itself into the nails, though you are fully aware of the consequences. On the other hand, by circumventing the "slow" processing capabilites of the brain and directly kicking to the spinal nerve, these are by far the fastest reactions our body can perform, as they are really only the receptory nerve being attached to a trigger in th spinal mark which immediatly energizes the reaction nerve(s). Time for reflex thus is the time an electric signal needs to travel our nerve lines from the knee to the spinal mark and back. And yeah, that's holy shit-fast.
Evolution however did not make our body learn that hot frying pans are hot, so there is no reflex and thus, the pulling back is (in theory) fully supressable. Such a reflex would be way to nonspecific to be implemented as a general reaction. Reflexes that would occur derive from the "hot"-receptors that trigger unvoluntary muscle contractions along the arm, but only in the first instant as the body is "surprised".
But you are right, in non-psychotic people the body still would pull back the hand, because there are quick "safety" reactions taking place in our brain we can't control (actually and obviously, many of them). These function much like reflexes, they have a direct nerve line to our brain, but there is a "decisionmaker" between the input and the output nerve. This has the disadvantage of the process being slower than a reflex (still not noticeable in human perception of time), but the great advantage this decisionmaker (located right atop the brain stem, one of the oldest and the first evolutionary parts of our brain) can evaluate multiple inputs and initiate an "informed decision", reacting in the logical way of pulling your hand back. This decisionmaker only "touches" our consciousness only very barely, and that's why some crazy people are able to supress that kind of reaction. The main part of consciousness is floating way over all that and usually has the freedom to use its energy for all the weird stuff that we care about. Be it modding, girlfriend, the next world war.
Another common mistake is to say people (e.g. goalkeepers)
develop "reflexes" for catching balls. Absolutely impossible. They get better through training and are able to analyze quicker where the trajectory of the ball will take it and thus
react quicker, but these are all regular reactions, which are polished by training. Nothing different from guitar players or us keyboardbasher-modders. Ballcatching is also way too complex to be handled by a simple action-reaction-reflex (surprising, isn't it
).