Why are tropical apes residing in the freezing higher latitudes? We are such a stupid species it seems.
Might be because there's more to our origins than just tropical apes,
especially since we recently discovered the oldest known hominin lived in modern-day Greece, not sub-Saharan East Africa. So from which direction humans originated and spread out we don't know the full picture yet, especially when you count in all the human species homo sapiens interbred with before the rest went extinct (with homo sapiens inheriting disease immunities and climate adaptions from the other human species they interacted with). Then there's the size advantage. Humans are very big animals, which is something you don't really think about often, but there are very few animals larger than humans on the Earth. The larger something is, the better it is at conserving heat in colder climates - giving it an advantage to living where few other animals can live. Thus while resources may be scarcer in colder climates, human competition would be largely in relation to other humans. Then there are regional adaptations of humans, so depending on what conditions your ancestors lived in and what selection pressures the environment placed upon them, there is a significant genetic component on how likely you are to be lithe or stocky, gazelle mode or bear mode. One is better for losing heat, one for conserving it. I don't know much about how humans cope with hot, arid or hot, wet conditions since I only live in wet, cold, miserable weather, but I do know that cold-dwellers tend to have good metabolisms to maintain core temperature, and their skin is more resistant to frostbite owing to the body's internal cycle of vasodilation and vasoconstriction - hence why you can see some insane stuff like Russians, Mongolians or Nordics in below 0*C weather (no windchill) walking around shirtless.
Then there's the whole acclimatisation thing which happens a lot faster than evolution. Humans in general (and mammals for that matter) are good at acclimatizing across seasons, terrain, climates and so on naturally, and our ability to use technology to further aid our adaption helps us a bunch. Then there's the whole epigenetic factor, wherin people who spend more time in certain climates are likely to express genes that aid in the habitation of that climate. Personally for example my cousins live in a tropical country, genetically we are very similar. Yet they are very comfortable dealing with monsoon weather and constant heat & humidity, where that would make me incredibly uncomfortable, melting & burnt. Conversely I live in a temperate, cold country, where I'm very pleased by cool & cold weather, low-sunlight conditions, yet this would cause havoc to them for all the inverse reasons. Generally it's hard to switch between climates you've acclimatised to but I don't think it takes too many months or years for a human to acclimatise to a new one. That said it does seem that the colder the weather gets the harder it is for humans to acclimatise without the use of glorious human technology. We weren't born with fur after all
All in all, cold weather is pretty pleasant as long as you do not have strong winds. With strong winds the effect is like an oven fan, only reversed, wherein cool weather quickly becomes intolerably cold without coverings
*EDIT
Looked up to see if I missed any human adaptations, and yeah I forgot one. Humans develop physiological adaptations shaped by their environment, so what climate you're used to from your childhood-teenage years will probably shape your preferences for the future