Here's why:

* Aluminum oxide is already a stable compound. It has a high melting point (around 2040°C) and doesn't easily decompose into other compounds.

* Heating Al₂O₃ primarily causes a change in its physical state. It transitions from solid to liquid (melts) and then to gas (sublimes) at extremely high temperatures.

However, there are some things to consider:

* At extremely high temperatures (above 2000°C), Al₂O₃ can decompose into aluminum and oxygen gas. But this is a very difficult process and requires specialized conditions.

* Al₂O₃ can react with other compounds at high temperatures. For example, it can react with carbon to form aluminum carbide (Al₄C₃).

Therefore, while heating Al₂O₃ doesn't produce a new compound under normal conditions, it can undergo physical state changes or react with other substances at very high temperatures.