It would make sense that someone who's, well, technically a liquid, would really REALLY hate the cold.
Yeeeah....he's not exactly designed for the climate, is he? ;)
This brings up an interesting thought problem. If he's liquid his physical form might become more sluggish, viscous, when cold. On the other hand, electrical signals are more efficient at cold temperatures. So, on a really cold day he could be a super-genius who can't get out of bed.
HAHAHA he needs somebody to pour coffee into his bucket in the morning....warmth and caffeine all at once!