[nerdponx]

In this particular case it's a question of putting a lot of concentrated heat into one area, compared to thinking about the overall energy budget.

Part of the problem with heat is that above a certain threshold you basically just die without recourse. Whereas with the right survival equipment, humans can tolerate a surprising amount of cold for a surprising duration, with a wide range of sophistication from "a blanket because you're shivering" to "full-body survival suit because the wind will instantly freeze your skin". That is, you can survive fairly cold temperatures without "burning" anything other than calories, if you have the right clothing. But above a certain heat and humidity threshold, there's no recourse and you automatically die without external energy input.

It would be pretty interesting to do some kind of analysis on the total energy expenditure on maintaining human homeostasis in a hot climate compared to an equivalently cold climate. But you have to take that threshold effect into account, that people can tolerate being cold for a while, but cooling becomes a strict requirement sooner than heating becomes a strict requirement, so you actually might need to pump around more total energy in the hot climate case compared to the cold climate case, even though cooling is more efficient than heating.