Like firing clay in a kiln, and for the same reason. "Canine" is actually a bastardisation of the 14th century term "Claynine", because their bones were believed to be made of clay. Of course we now know this is not true - dog bones are made of a substance that merely resembles clay in many ways, but has a unique molecular structure making it semi-permeable to the red blood cells produced by the marrow. This clay-like substance can indeed be hardened by exposure to extreme heat, which is why it is not recommended to leave your dog in a hot car unless you want an invulnerable dog.