I can think of German, for instance. The German translation with a formal 2nd person pronoun would be "Ist Ihnen heiß?". Finnish has the same feature, because in Finnish it would be "Onko Teillä kuuma?". Formal 2nd pronouns have become more archaic in Finnish than in German, though.
This is literally "do you have hot".
Up to this point, "on" has denoted the third person singular of "to be". Since "to have" or "somebody has something" translates to "jollakulla on jotakin", the answer literally means that the people being asked "have hot".
This can be compared to "are you having fun" - "yes we are" (onko teillä hauskaa - on).
I'm not native in either English nor Finnish (nor a linguist), so I'm not sure. But I think the -ko particle implies yes/no answer, and the "we are" in the English sentence is basically redundancy. So I guess (even though the suggestion makes sense to me also) that "we are" doesn't fully answer the question, strictly speaking.
As others pointed out, my Finnish teacher explained to me that this kind of feelings or sensations are expressed as being possessed by the person (and not as a state, as expressed in English). Basically, as in Spanish, where you say "¿Tienes calor?" (lit. "Do you have hot?").