Wind chill might definitely be a reason as well. I'm glad i have a big coop since my flock won't go out if there's too much snow on the ground. If there's just a little i'll put fir twigs out and clear the snow away from some of the space but now it's just not doable. There's heaps of it and it just keeps on snowing.
We've actually discussed the combs of old Swedish breeds on a Swedish forum and the fact that all of them have single combs despite their hardiness in other areas. The explanation is simply that no genes for other types of combs were prevalent in Sweden in those days and even though frostbites might cause the specific animal some pain it's not lethal and probably wasn't taken into consideration when breeding.
Btw, another native breed worthy of preservation has been found in Sweden! This one has it's roots even further up north than the Hedemora and is called Bjurholmshöna. It has been isolated for 120 years on a small farm close to the town of Umeå in northern Sweden. There's an article here:
http://www.kackel.se//files/tidningen/Bjurholmshonsen.pdf (in Swedish) with pictures.