They have thin coats and short bodies, which does not go well with cold.
Even though their fur can be short or long, still it is thin, which is not suitable for cold weathers.
They struggle to stay warm and toasty in winter due to their short coats.
They are not ok with either cold or wet areas. Their coat becomes the main problem in cold weather.
Due to their body and coat, they are more likely to not survive a cold environment.
They originated from Mexico which is not a cold area. They need sweaters and a warm place if in a cold environment.
Their single coat and not being able to thrive in cold makes them unsuitable for cold weather.