Why does Cold Weather Not Bother Me?

Because 5 degrees is hardly an arctic temperature and whatever clothes you are wearing are enough to keep you warm?

I'm the same way but that's likely due to the fact I've built up my tolerance to the cold via daily cold showers/ice baths

I wear thin shirt and shorts

Again, 5 degrees is not cold.

I can cope with the cold even in -2 and below

Between 0 and -5 is an ideal temperatute precisely because it feels nice and crisp, but not cold. Once you get below -5, it starts feeling cold, but if you are moving around, you probably won't really notice it until it gets much chillier. It doesn't get much colder than that in the UK, so most people here never experience actual cold. Still not sure what point you're trying to make.