I back up Ljk2000's answer as it's never happened to me either. Even under hot sun, all I might see would be some sunscald (the plant equivalent of a sunburn).
The two peppers you linked to aren't blistered as they might look but are instead bumpy as that's the way they develope as hybrids. If they were blistered, you'd expect the skin to be raised from the flesh on the blisters. They're not. Skin and flesh are both bumpy as they were meant to be. Other peppers might be as hot (I didn't check out their 'heat rating') but they could be either smooth, bumpy or slightly ridged depending on the hybrids' DNA.
I will simply tell you from my years of growing and learning with growing. I have grown many different types of hot peppers. Such as habanero, jalapeno, etc. Through out all the growing, and mind that I have grown MANY I have never had a problem with blistering. So my simple answer is no it shouldn't happen*. The only time I have heard this could happen is by raped ripening. But I don;t know how that is done, if even possible.
*Not implying it will not happen