Not sure about the historical facts but liquid tar tends to be super hot. If you actually got dipped you would be covered in 3rd degree burns and die a slow death.
I had a hot tar burn, thank God, it was a minor one - hurt something terrible, got infected, and generally caused grief all out of proportion to the wound.
I DON'T recommend it.
The absolute last time I ever let one of my guys enter a building while it was being hot roofed!