The DU projectiles are intended to fragment in ways that lead does not, as on impact parts of the projectile shear away and it "self-sharpens" when penetrating.
https://www.newscientist.com/article/dn4004-safe-alternative...
The energy involved is also more than sufficient to hit that temperature. When a high-velocity shell impacts something it will deform and convert a lot of the kinetic energy to thermal.
The whole thing doesn't melt, but parts of it do, and the vehicle it hits gets absolutely thrashed.
These things cut through pretty much any armor like it's not even there. During the Iraq war they'd even hit tanks by firing through the tops of sand dunes, aiming using thermal imaging.