I do think that in places where they are accustomed to relative warmth, and a sudden and deep cold snap hits, they suffer more. Picture Florida residents getting off a plane in Minnesota wearing beach gear!
Animals who reside where it is normally cold, where it gets gradually colder, build coats and get resistant to the weather a bit better. (within reason of course) Chickens surely build up extra down or whatever it is chickens have
I think down is more a thing that ducks and geese grow, or is it? *goes to look that up*
And of course, this sort of weather is why breeds that have small tight combs were developed for the colder climates, and leghorns and other Mediterranean type breeds with big floppy combs were developed to regulate their body temp in hot weather, and they suffer more in cold weather. I know that most of you all know this as well as any, but all these "Cold Weather" threads, just bring it all home to me I guess.