The liquid metal is mostly lead which has a fairly low melting point so doesn’t need anything exotic. Melting point is 327.5°C which you easily can reach on a stovetop for comparison https://www.google.com/search?q=maximum+temperature+stovetop

That makes sense. But why doesn’t the lead vaporize from the heat then?

For the same reason a jug of water poured on a lit match doesn’t vaporise: the thermal mass of the lead is enough to absorb the heat produced by the fusion.

It takes about one second for 1 megawatt to boil three litres of water.

The pulsed fusion system will produce a huge peak power output but only for an extremely short time. They design the system so that the total heat output is absorbed by the lead mass. The other constraint is the lead needs to be thick enough to absorb the vast majority of the radioactive particles before they reach the machine.

Well at atmospheric pressure it has to get all the way to 1749 C to boil. Pressure raises the boiling point.