I think that because of the membranes of his wings being such a large surface area, and with the blood vessels close to the skin, his wings naturally lose heat faster than any other part of his body. In summer if he gets too hot while standing guard, one of his crew will come out and mist his wings with a little spray bottle to cool him off -v-

And in winter snowstorms it may be too dangerous to fly because of the wind chill. It would freeze the tips of his wings. If he does have to fly, he appreciates having a warm fire already lit so that when he comes back in he can stretch his wings out in front of the fireplace.