Spent a couple winters on the North Slope (Prudhoe Bay Alaska). That’s a whole different sort of experience beyond just being cold and living with snow.
It is amazing how quickly you can dry out in a frozen desert like that. It isn’t chilling to go out in the wind there, it actually burns the skin. In less than 30 seconds, my eyelashes froze together. Brushing them just broke them all off, then my eyelids started to “stick”. That got painful quick, but that cold, dry air got to my eyeballs the moment I stepped out into it, making them water so much, which is why my eyelashes and eyelids froze up. A snorkel hood on your park is an absolute must, and snow goggles or glasses are highly desirable. The only way to stay warm without a portable heat source is to bundle in bulk, and that makes routine movement quite labored and restrictive. Bending down to do up your boots will make you winded. The constant cold, dry, and darkness amplifies the silence of mid day, when the winds die down enough, and you can hear your heartbeat as the insulation and extra exertion makes the thumping in your chest more apparent. I never had trouble falling asleep at the end of every workday, which was everyday up there. There are no animals, no trees, no bushes, just shades of gray from black to white, as there is not enough light for color vision. At the edge of winter, I saw a wolverine tear apart a caribou trapped in a drift over the course of about 15 minutes.
In my experience, I will take the deep, dark cold of the north over the middle eastern deserts every time. I really dislike being hot. But that particular region was the worst.