Because of the metabolic ability, like the bird’s bare feet on ice, to thermoregulate their blood flows (think different ratio than us of volume/size of the arteries carrying blood into the legs) and heat exchange vascular system (think counter current heat exchange system) to achieve homeostasis (the condition of optimal functioning of the body). In short, this heat exchange system allows for the tissues in the feet to receive just enough heat to prevent cell death, and can greatly reduce heat loss, up to 90% depending of the species. It really is a marvel of adaptation.
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