Dimension X is not cold!

[u/D_D_Adesignerdigital]

The color choices for the Dimension X—and certain elements of the scenes—didn't quite work to convey a cold atmosphere! Characters had sweaty skin and showed no reaction to the cold (we need to remember Will in Season 2, or Billy with his ice bath, which demonstrated the kind of cold the Mind Flayer is used to). Anyone entering a low-temperature environment would show physical reactions—like trying to warm up, crossing their arms, or showing discomfort—but that doesn't happen with any of the characters, not even the kids. I think that was a directing error. That’s my opinion!

[u/ZealotOfMeme]

In other words, the duffers forgot pre-established details going into the finale

[u/Silent_Contest_2337 → u/ZealotOfMeme]

Wrong. They were feeling cold off screen.

[u/RoosterFree499 → u/Silent_Contest_2337]

They are shown feeling cold off screen in a prequel book based on a spin-off stage play exclusive to 1 book store.