They froze to death frequently
Most wild animals who freeze to death are usually weakened by malnutrition first so that they cannot maintain adequate internal body temperatures. Apparently, "frequently" was not frequently enough to prevent the species from surviving to present times. However, that isn't the point.
The point is that human temperature tolerances are not the same as the temperature tolerances of most animals. Temperatures at which humans become uncomfortable will usually cause no discomfort to most pets. They are generally much more temperature tolerant than we are.