"The study group was additionally treated with a series of 15 daily visits to a cryogenic chamber"
So, the controls should also be treated with a series of 15 daily visits to a chamber that is simply the same temperature as its surroundings.
Having 15 daily visits worth of contact with study personnel, in a chamber that exists for a specific purpose, may have a big impact, regardless of temperature. But you won't know unless you use a proper control.
That would add another variable and would prevent you from knowing whether the effect is due to temperature (say, a threshold effect) or the other things. I would run this control at room temperature.
Exactly; I wasn't entirely kidding - steam bath would be a reasonable control. The key (beyond providing equivalent attention from study staff) is that the intervention seems like it /might/ do something. That's why I don't think just standing in the chamber without cooling would be a suitable control.
One great challenge in studying complementary/integrative health interventions is selecting the right control group, because practitioners will argue that the control is too much like the active treatment. (So, for example, a cold shower /might/ work, if the mechanism is the same, so it wouldn't be a great control in the initial proof-of-concept experiment.)
So, the controls should also be treated with a series of 15 daily visits to a chamber that is simply the same temperature as its surroundings.
Having 15 daily visits worth of contact with study personnel, in a chamber that exists for a specific purpose, may have a big impact, regardless of temperature. But you won't know unless you use a proper control.