The speed of light in a material is $c = 1/\sqrt{\epsilon\mu}$. Very slow light therefore means either a very high permittivity (high $\epsilon$) or a very high permeability (high $\mu$).
High $\epsilon$ means high electric polarizability, which implies high van-der-Waals force. I highly doubt that a substance with such a high permittivity that you could see light come out after a macroscopic time could be a gas at temperatures you could survive; I'd expect the forces between the atoms to be strong enough that it would be a solid body (which clearly would preclude entering and leaving).
I'm less sure about permeability, but I highly suspect it would have a similar effect on magnetic attraction between the atoms.
Therefore I highly doubt that in our universe there could be a substance that has those properties.
However, since this is worldbuilding.SE, not physics.SE, we can hypothetize some substance which would interact with yet another field (not available in our universe) which causes repulsion between the atoms. That way you could have a gas despite strong electromagnetic attraction. Alternatively you could hypothesize that the scientist wears a suit that protects him from very high temperatures (however one then has to additionally handwave why his image is not drowned in thermal radiation, that is, glowing of the hot gas).