If you are properly dressed, being out in extreme cold temperatures (-20 or lower) can be quite invigorating.
The super dense air is full of micro ice crystals that shimmer in the sun. And sounds are amplified. Sounding clearer and traveling further.
And breathing super cold, super dense air makes you feel great.
I can remember the branches tinkling into each other sounding like little crystal bells when the breeze buffeted them. Thankfully where I live now is much warmer.
I do love minus 5 with sun and a sweater. Have done minus 30s and minus 42 and it is weird. We generally get a week or so of them every Feb.
I focus on feeding the chickadees warm seed, sometimes by hand.