(completely honest and unironic) How do Witch Elves/Sorceress survive the cold of Naggaroth?

I mean this in the simplest, most meta-context-ignoring way possible. Has there ever been any line in any of the games or stories or anything else that even alludes to an explenation? Is it dark magic, are they built different, is Naggaroth not that hardcore once you get used to it, anything.

If not I'd like to hear your personal headcanons.

Edit: If Malekith hates the cold so much then why doesnt he change into a bikini? Is he stupid?