Fire is dangerous. But the danger is visible. It's excessive energy, scary, volatile, visible.
But frost-bite, or the cold icy dangers work in a very different way.
You see, it's easier to guard against fire, because you can see the mercurial nature of things. It's harmful, but it feels like a known danger. Because among other things, the transition from life affirming to lethal is quite obvious. You immediately know that you need to employ all your self preservation techniques from this moment forward. In other words, it's a known danger.
But the cold creeps in slowly and quietly. You don't get to guard against it, and even though sometimes the dangers are visible (like how there's snow everywhere), but your delusions can make you think you're in a tropical paradise, and make you even want to strip to your underwear. It's like the cold lovingly comes and takes your armour away, and before you can realize that's what it's doing, you're already down to your waist with your extremities getting blue and falling off your body. The horror sinks in when it's too late, and you still may not recognize the true impact of what's happening, till you find some warmth, and start to realize, that it wasn't that the cold got you, but the warmth started to ebb away slowly, bit by bit from the very moment you met the cold, and you never recognized this starvation of heat.