First of all: sorry to hear of your troubles.
At least nobody was hurt!

Some physics:

The CRT needs to be heated to work (if cold, the ray doesn't reach the front).
Some of the heat escapes and heats the the air around it.
Now heated air expands and therefore has a lower specific weight.
This makes the heated air climb upwards (that is what keeps hot air balloons above ground).
Usually this hot air can escape the monitor through the holes in the top (with cooler air flowing in through the holes on the sides and the bottom).
If you block the holes at the top, this thermic effect is blocked, the hot air is not transported out of the monitor.
It is heated more and more by the excess heat of the CRT.

The holes on the top are the most important as the heated air is at the top of the monitor and wants to escape to the top.

If the pillow was bigger than the top surface of the monitor, it hang down on the sides and thus also blocked the top rows of venting holes on the sides, making it even more difficult for the hot air to escape from the monitor.

Unfortunately, most CRT monitors do not have an overheating sensor which would switch it off when too hot ...