The problems with temperature insulation for a situation like Venus, where you are surrounded by very high temperatures on all sides:
Insulation is heavy.
Insulation slows down the gradual spread of heat inwards towards your vulnerable interior, but it cannot stop it.
All power sources, electronics, and other active, useful equipment that would be found in any kind of spacecraft produce heat themselves.
Many power sources, such as nuclear reactors, internal combustion engines, and RTGs put out large amounts of heat as a necessary part of their operation (required by the Laws of Thermodynamics), and moreover they want to put out heat at a low-ish temperature (since in these power sources, useful energy is extracted from a flow of heat from high temperatures to low).
This is not too much of a problem in the vacuum of space; you can go very near the sun by just having a very heat-resistant sunshade and having the rest of your spacecraft in the shade and exposed to the cold darkness. But on Venus, the heat is on every side, and it will gradually leak through the insulation and cook the electronics.
Some potential solutions are:
Have some kind of open-loop coolant venting (water would work well), but this will only keep you safe until you run out of it. Heat shielding insulation will make the limited supply of coolant last longer.
Make your entire lander / rover out of equipment that can survive being heated to Venus-temperatures. This is difficult: We have plenty of materials that work at those temperatures, but electronics and computers that can survive such conditions are much harder. And obviously a manned mission is then totally impossible.
Use a heat pump (like a super-powered air conditioning system) to keep the interior of the spacecraft cool. Heat shielding insulation will reduce the required power for this. However, you are going to need a LOT of power to run this, and because of problem 4, having lots of power on Venus is a bit tricky.
As a sidenote, the kinds of heat shielding that are used for protection of re-entering spacecraft are not really the same as the ones that would be used for insulating a Venus probe.