It's also a two minute race, they have a massive parka on until they're in the hut, and get it back on quickly after.Alpine skiers are usually also a lot bulkier, so they have their own natural padding (muscle+ fat) to rely on. A skinny, geriatric climber like Nairo has, well, very little to protect him from the cold. Makes me want to knit him a sweater seeing as there is no riding to watch right now...
There's also the effort needed in DH skiing, warms the body up more than downhill cycling.