Haha...the answer: as you can see, our body temp is around 37 degree celcius..... any more than that, our brain would interpret it as hotter.../ if it's too much heat......a harmful stimuli.
whereas, our body generates heat too....in a cold condition, our body generates heat until the outward temp becomes so extreme that you can't cope.
So now, it's just a perception that heat causes more harm.