My new Garmin Fénix 7x sapphire solar sensor are burning my skin so bad. Any reported issue like this?

That's probably a bacterial rash. The intensity of the light from the sensor is orders of magnitude lower than you receive from the Sun.

From the article Watch Wear and Care Tips | Garmin: 

if you develop a skin rash, redness or irritation, discontinue wearing the watch until your skin has healed. Make sure you thoroughly clean your watch body and band, following the respective wear and care tips below. If symptoms persist, consult a physician or dermatologist.

Once healed, I also recommend wearing the watch on the other wrist for the night, to avoid keeping the same wrist covered all the time. Keep good hygiene of the wrists too - when washing hands, remove the watch and wash the wrist too.