No, you're a shortcoming assumption.

But you're incorrect. Microwaves penetrate through many substances fairly well, mostly passing through them. The microwave ovens we use to cook are tuned to resonate with water molecules, and as a result the waves interact more frequently with those molecules. But in general, the waves just bounce around until they do interact with something, and it could be any particle within your hot pocket that it interacts with, not just the surface.

All that is to say, microwaves do heat all throughout whatever you put in. Now, these waves can also excite particles and moisture in the air within the oven, and there is convection between the air and your hot pocket... But air is less dense than food, so convection will be secondary heating at best, and cooling at worst.