Yes Dave, the thermal capacity and conductivity of the pan will have an effect.
The more conductive and the higher thermal capacity of the pan the more influence it will have. Which may well be why some people use Le Creuset pans in the oven rather than thinner ones.
Air doesn't hold much heat, so to *transfer* heat more rapidly, you have a fan oven hitting the food with more air, more heat, and can cook at a lower temperature...
When you put your hand in the hot air, much less *heat* is transferred (per unit area) to your hand than when you firmly grasp something solid and conductive, like a thick metal pan.
When I cook sausages in the oven, its usually to do with ending up as a stew of some sort, with lentils or beans for example. And I tend to use a pottery dish/pot for that, which isn't particularly conductive, hence possibly explaining why I don't particularly see this 'oven frying' effect all that much.
There is a famous demo wherein a Space Shuttle tile (with phenominally low thermal conductivity) can be picked up, bare-handed, while glowing red hot... Its light weight would also minimise the contact pressure, again contributing to poor heat transfer.
So, yes, I think that you will get more heat transfer through the pan than from the air, especially if the food is sheltered from the direct blast of the fan and in a thick metal pan.
However, the main question is about splitting.
I don't use rusk or other extenders, and don't get much splitting. My recall of splitting sausages in a frying pan is that the splits don't tend to be on the contact patch, but rather seem to result from swelling of the sausage generally, and tend to occur on un-caramelised parts.
Its rather as though the cooking strengthens, or toughens, the contact patch, leading to rupture elsewhere (caused by the girth swelling).
Is there an exploration somewhere of what happens during cooking a sausage? For example, why would any sausage split rather than push out at the ends?
Still think the questioner's originally posted question relates to the sausage content (and mixing) rather than the cooking though...