I think the reason it’s not a problem is there’s agency you can take over that stuff, and it’s not deferring to a blatantly malevolent system designed to crush you into dust and extract the value for things like sleeping inside and getting the ever diminishing treats that make you not kill yourself while you’re doing that.

whereas when it’s cold your body does stuff by itself to heat up, and there’s usually more you can do besides to fix or at least emotionally cope with the problem in healthy ways-warm clothes, blankets, wood chopping, chimney maintenance, something inadvisable with nichrome wire, etc. When you’re fighting a nazi, you have to be moving or carefully still, and the moving actually matters and maybe you kill or escape the nazi before it kills you. your actions actually matter, even if the base situation is more outwardly harrowing.

there’s no cognitive dissonance to survival issues, no worrying about how you’re seen, no helleresque bullshit. nothing even stopping you from acting but your own assessments.