The environment of the 10th dungeon of Valhalla proved to be far more of a hassle than he had originally expected. His innate resistance toward the cold provided him the ability to sustain so well. However, this was far more physical, mentally the effect was slowly beginning to surface.
Of course, resistance didn't entail complete ignorance. At some point, perhaps when his stamina wore off more, the cold would slowly begin creeping into his very skin. Which was why Night deemed it to be a war of attrition, he knew that the Jotun, being a creature born out of the cold had a different resistance level.
