There’s no joke. If one is training outside in freezing temps, frost nip and mild hypothermia can set in quick. If one is training, they’re probably doing so for at least 20-30 mins, most likely underdressed. In <0 weather the affects happen fast. An iron kettlebell below freezing temps can start frostbite symptoms pretty quick too.
Now if one is merely going outside in the freeze and doing one set of 10 swings to show how “hard” they are and then going back in and warming up, that’s different. But training in freezing temperatures isn’t the safest thing for the average person. Still not joking. I’ve had frostbite in all four limbs twice, and have had hypothermia several times, so I don’t joke.
I train in below-freezing conditions probably six months out of the year. This is more out of necessity than "hardness," and I think that mentality effects how one approaches it. Although I enjoy the additional dimension of training in my garage, I do things at a comfortable limit - dress warmly, shed layers as I warm up. I probably end up "under dressed" but I'm in a garage and not out on the mountain side.
Bringing kettlebells and barbells inside the night before is definitely recommended as metal gets colder than water. Wearing gloves in between sets is another thing, as is putting on a coat in between sets. Long sets (e.g. 3 minute sets of snatches) become more difficult simply due to exposure. All can be trained around though.
Frost bite doesn't often occur anywhere near freezing. I like this graph as a reference/guide:
But this one is my favorite reference:
There is also a difference between people who are very used to cold weather and people that are not - people ice fish out here on the lake (they drive their big trucks out on the ice), they ski, they hunt, they backpack (even in hammocks!) ... A lot of people are very used to outdoor living and activity in very cold weather. Things happen, and can happen quickly, but education and preparedness help ameliorate the risks.
Edit to add another helpful reference:
