I personally don't and I don't know a single person who does that, but I don't blame that guy either - when it's -30°C outside, you do whatever you need to do to save your testicles. But we are used to these kind of conditions, especially the elder generation, because the winters were even colder back in 60's and 70's and there was a lot more snow too. Primary schools here close only when the temperature drops below -20°C, I imagine that would be considered as strange to say the least in most other countries.