I understand deserts can get cold; I grew up in a desert. I've been in below freezing temps with howling winds in Joshua Tree NP, and I've camped in snow on the rim of the Grand Canyon. But Joshua Tree is 3000-4000ft elevation, and as I recall most of Arizona is part of the Colorado plateau. I'm almost positive most lowland deserts in the Mideast are warmer; I've read of 140 deg F days, which you simply don't hear of in the US outside Death Valley--which is actually a closer approximation to the Dead Sea area and temps than Arizona.
Besides, the passage referred to did mention clothing, and there were shepherds among them; surely they switched to a thicker wool robe in winter, not the satin tablecloth garments most reenactments of Jesus use. And we're really talking about a few pre-dawn hours for most of the year.
I would like to stress that these are all educated guesses on my part. I'm just trying to point out that Jesus could never have asked for this in Northern Europe. Or Oregon for that matter. Spending 14 hours of darkness in February in 33 degree drizzle along the coast is not the same as 33 degrees in Jerusalem. But I'm sure he would have still preached a message of self sacrifice and humility, and of going into nature to reconnect with one's self and one's god.
On a side note, I have always found it fascinating that most of the great early civilizations thrived in warm to hot weather climates, usually on the banks of a major mountain river. Obviously this allowed for year-round agriculture but with reliable access to fresh water. Makes me appreciate central heating and trucking routes...
And please, let's not let this thread slip into religious banter...plenty of other sites for that.