This statement (while I can see how it makes obvious sense) isn't necessarily a correct statement in terms of adjusting to heat vs. cold. It's not as simple a "you can always put more clothes on". Extreme heat and extreme cold are both big killers every year but there are discrepancies as to which is the bigger killer. Some studies suggest that extreme cold kills far more people than extreme heat while other studies suggest the opposite. When it's extremely hot there are things you can easily do to maintain your body temperature or prevent it from rising...drinking water, staying in shade, minimal activity. Wen it's extreme cold just "adding layers" isn't going to be an answer. You're still being exposed to cold and your body temperature is still slowly falling. Humans can still function with body temperatures around 100 (obviously you feel like shit with a fever but you're not doing damage to your organs). But you're body temperature starts getting 3+ below our average temperature that can start to result in some minor issues.
The "you can always put more clothes on" statement works great for indoors bur in extreme conditions that has zero value.