Arctic conditions are another matter. If you’re in Antarctica and decide to commit suicide, just step outside in a T-shirt. You’ll be done. And much of the Yukon, Tierra del Fuego, the Siberian tundra, and the peak of Mt. Everest are seriously frozen even in the slightly “warmer” months.
But New York City and places like it across the Earth’s temperate (and tropical) zones are not that cold. With a wind or not, the temperature may be zero. That’s a number. But to call it “too cold” is an interpretation. It can be a pleasant 0.