My impression was they have a strong biological bias towards hot climates, and probably physically suffer under less warm conditions, but nipping into a refrigerated meat warehouse for a few minutes to nick some BBQ fixins is something they'd just macho their way through as part of the safari experience.
They made such a big deal about cold being their Achilles heel in P2, when honestly shooting them would be more or less as effective as with humans (well, particularly hard-core humans), notwithstanding that anyone would probably be put down by being sprayed in the face with LN2. I mean P2 is pretty cartoony, so IMO what you actually see probably isn't to be taken entirely as seriously.
I figure that averages out to just their biological temp thresholds for discomfort and hypothermia being maybe 10 degrees or so higher than for humans, but like humans they can tough out uncomfortable conditions if need be, and survive potentially lethal conditions for a while before it wears them down.
Chero's also correct that as a high-tech species, they undoubtedly have ways of protecting themselves from the elements. I figure they prefer to hunt in hot conditions because they feel running around in more or less only a loincloth to be part of the experience for whatever reason, not because they can't throw on some warmer layers and/or heating tech.
I don't remember AVP that clearly, but IIRC the pyramid was climate controlled, so they were only exposed to the cold briefly when entering or leaving. But even if not, AVP also has the question of multiple canons/continuities which may have different rules (as is defiantly the case on the Alien franchise side of things).
There's also just a lot of major stuff in the Predator "expanded universe" fluff I think is amazingly stupid and worth deliberately ignoring or contradicting. I'm a huge fan of the Predator as a movie monster, but ye ghods does it have some of the dumbest fanon/soft-canon.