Neither ignot nor iron objects nor any objects would have any magnetization when heated above Curie temperature.
What TRM is, is when cooled _slowly_ the object that in general is macroscopically isotropic will be magnetized along the Earth's magnetic field (with some exceptions).
I think that magma is Fe3O4 or something like this, and it can move around without loosing its magnetization, so the TRM happens when it's actually very hot, but I'm not quite sure about it.Very primitive discussion is located here:
http://www.moorlandschool.co.uk/earth/magnetism.htm