That would only be a problem if the miner isn't mining but the fans are still running. The heatsinks get hot enough to almost boil water during regular operation.
Then why do some manufacturers put minimum working temperatures like -5 or -10? From your perspective, the miners could run even on -40. I do not think the heatsinks will get that hot under such extreme temperatures even if the mining process is on.
And possibly under such temperatures, only the board itself will retain heat, and heatsinks will be cold