I've been riding motorcycles for many years and have burned my leg on the exhaust also; I was (stupidly) riding an Aprilia Falco 1000 with shorts on and well, the rest is history. Hopefully your scar heals. I wear mine with pride, and every now and then someone sees it and says, exhaust pipe, with a knowing nod of the head; those who have done the same.
After that burn, I have realized that there are many people who know how to detect when they burn you with an exhaust pipe.