Let's be honest. If you're eating Hot Pockets, it's because you want something cheap, you want it now, and you don't care how it tastes. If you were willing to put 30 minutes and an oven into the preparation of your meal, then you would be making something that was not Hot Pockets.
Has anyone in the world ever baked a Hot Pocket in the oven? I feel like Hot Pockets is out of touch with their customers.
The only scenario where I could see somebody baking Hot Pockets is if there was nothing else to eat, they were stuck at home for some reason, and their microwave was broken.