Because Venus is hotter than Mercury in real life, because venus has a run away greenhouse effect. Mercury has temperatures ranging from minus 170c to plus 420c, Venus however has a temperature ranging from plus 440c to plus 500c. Just because Mercury is closer to the sun does not necessarily mean it is the hottest planet, there are other factors, too. Of course if you get REALLY close then that would be a different topic. But then again, they terraformed Venus in the golden age so that you dont get vaporized when you go there so what makes you think that they could not do something to mercury to be able to set foot on it. Also maybe the suits they wear can withstand these temperatures. Mercury is a ball of iron, not molten rock, and its still there, so there you go.