The article states that this matter is at “temperatures of around 1 million degrees Celsius”. This seems incredible, if true. Is my expectation of how temperature works in a near-vacuum simply flawed? Google seems to say the average temperature of space is around 2 Kelvin. How can 30% of ordinary matter be almost as hot as the sun, but apparently not affect the average?
That's a reasonable nitpick, though the Missing Baryon Problem is/was a problem of missing mass, and electron mass is so small compared to nuclei as to be indistinguishable from noise. That's why we often say ordinary matter is "just" baryons, in the same way that galaxies are "just" blobs of stars and gas, with planets contributing neglible mass.