That's not true - outdoor deep-cold stadiums such as Lambeau and Soldier Field have heating systems in the turf. Ever hear of the Ice Bowl? It's when that system failed at Lambeau. And one of the snowiest stadiums in the NFL, Ralph Wilson Stadium in Buffalo, does not have underground heating coils. Count Arrowhead Stadium and New Meadowlands Stadium among them, too.
Source: PFT.
The Buffalo and New Jersey stadiums have artificial turf, I believe, which renders the need for a warming system moot.
KC isn't as consistently frozen as Chicago, Green Bay or Minnesota.