Your final observation might be true of parts of the USA. But go to Berlin in winter, or anywhere in northern Europe really, where "it's cold" and "being outside" are not considered oppositional. Take a winter walk down a Berlin street with outdoor restaurant seating, and see people sitting under blankets, with warm coats on, and hats ... enjoying dinner ... and patio heaters.
They are not cosplaying at anything. It's just how it is.
Patio heaters (at least the gas-powered kind) are prohibited in most German cities. Berlin has only temporarily allowed during Covid, as far as I know.
> It's just how it is.
It's a fairly new trend, and as mentioned above, one that's probably already over. Germany has had outdoor Christmas markets for much longer than patio heaters have existed.
I lived in Berlin in 2008/2009. They must have been banned since then, because they were very common at that time.
And yes, the christmas market version of being outside is obviously much older, but in my experience (also, Heidelberg in 1986) was less sitting around and more moving around outside (or in heated tents).
They are not cosplaying at anything. It's just how it is.