[oftenwrong]

On this page the author notes that none of the buildings she visited in the DPRK were heated, even during the freezing cold winter:

https://sites.google.com/site/sophieinnorthkorea/home

Maybe it is to save on energy costs? I imagine most citizens are used to it. Furthermore, if they have never experienced indoor heating, they would not see anything odd about it being so cold indoors.