The new thermostat setting has been reached. Now the skin feels very warm to the touch because the blood vessels there dilate to help radiate the escessive heat being generated. The child will throw off the covers. Then the pyrogen dissipates in the bloodstream, the thermostat in the brain returns to its normal setting, and the body temperature starts to fall back towards normal. Now the child may sweat to help get the elevated temperature back down to the now normal thermostat setting.
Parents breathe a sigh of relief.
A new wave of pyrogen release starts the whole cycle over again. Humans have the fever response to infection for the same reason as all other creatures from reptiles up to mammals. Experimental animals have a higher survival rate if allowed to sun themselves and raise their body temperature, than if they are kept in the shade and cold. In some way, elevation of the body temperature aids the immune system in fighting infections. Children have so many more fevers than adults because they are born without immunity to the zillions of different disease-causing germs floating around in their world.