Working in the cab, one side of you gets a bit of heat from the backhead while the other side freezes. Cab curtains help a little but you have to be in and out of the cab more due to some of the things already mentioned. Another problem is driver slip with ice on the rail. Then the sand won't flow from the dome if ice gets in the chamber or pipes.
Steam operations in the bitter cold can be beautiful to see but downright dangerous to the crew and equipment. Of course back when the country depended on railroads, you did your job no matter the weather.
Stewart