We cool things down by “moving” the heat somewhere else. That process of moving the heat creates heat by itself (no thermal cycle is 100% efficient, or more efficient than the ideal Carnot cycle) so that adds heat to the removed heat. We make more heat than the one we “removed”.
Nothing in Universe “cools down” by itself. The third law of thermodynamics says that system entropy always increases. Some say that is the only law that points to the existence of an “arrow of time”, how time flows only in one direction.
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