It is interesting to note that a study published in the journal Acta Psychologica discovered that, at the very least, loneliness feels cold. The study discovered that people feeling excluded or lonely feel colder than their peers, even while in the same temperature, and the association of cold with loneliness is present in many different cultures for it to be mere coincidence.
A possible explanation for this is that people subconsciously relate human contact and closeness, along with love, intimacy and all those other mushy emotions, with the warmth of the human body. Therefore its opposite, the cold, becomes symbolic isolation in our minds.
There are also examples of "hot evil" such as the stereotypical devils of Catholic Hell, but even then the kind of evil feels different when comparing the two. Cold Evil is usually portrayed as uncaring or emotionless - literally lifeless, in the context of the above observation - while Hot Evil is the opposite, brimming with (negative) emotions and desires. Considering that the Catholic Church focused its condemnation at excesses or sinful desires - as can be seen by looking at the list of Seven Deadly Sins - and we can see their view of evil was "hot", filled with human emotion.
This dichotomy extends to many different cultures and tropes. From the Red Oni, Blue Oni to the Fiery Redhead to the Defrosting Ice Queen, the correlation between warm and emotional/humane, as well as the opposite correlation between cold and unemotional/distant, is ubiquitous enough to go beyond cultural copying and be part of the fundamental way we humans perceive the world.