The heart attack danger is a perfect storm of two factors that do not normally occur together:

1) Extreme physical exertion - sudden, intense arm-heavy exercise often as a Valsalva maneuver (straining and holding the breath). This dramatically increases blood pressure, which puts acute stress on the heart and arteries.

2) Exposure to cold air exacerbating the strain on the heart with vasoconstriction (blood vessel constriction). Cold temperatures cause peripheral blood vessels (arteries and veins) to narrow. This forces the heart to work harder to pump blood through the constricted vessels to keep the body warm, leading to an increase in blood pressure. The combination of constricted vessels and high physical exertion means the heart needs significantly more oxygen to function, but the cold and high pressure can limit the blood and oxygen flow (myocardial oxygen demand is increased). Breathing cold air can also trigger constriction in the coronary arteries that supply the heart muscle itself, further increasing the risk of reduced blood flow and a heart attack.

I remember a friend who was really into his skiing telling me that ski instructors take bets on which overweight 50+ year old first time skiing city person would have the a heart attack first.