I think for the cold extreme it's less likely confusing too-cold with too-hot, and just the same as your African desert example. People without experience in the heat won't be able to tell when it goes from uncomfortable to dangerous due to inexperience. We're more than capable of bearing deadly heat emotionally, and so if you don't know what that feels like you'll just keep going until you get heatstroke, which will also be a new experience for an Icelander I assume. For those new to extreme heat, the sheer amount of water required to stay safe is usually underestimated.