I dislike the heat as I get quite nauseas when the mercury climbs too high. The cold weather, however, is one that makes me feel quite alive and good. I love being in it and, as I have some lung problems, find that the cold is wonderful for the congestion.
Perhaps the Empress felt the invigoration of the cold offset the almost cloying atmosphere and resulting malaise within the palace. I can vouch for the fact that the cold air can make one feel so alive!
Also, being English, fresh air was considered to be healthy as I was growing up and the Empress was English in so many of her aspects that I would suspect that there was the belief on her part that the colder air would be beneficial to her and her own health.