Standing on the ground is a different experience for us humans than it is for the birds, especially if you think of the foot/ground interface. Imagine you and a bird, both barefoot, standing side by side. Look at the difference in your feet. Your foot is comparatively flat, making broad contact with the ground. Because of your footprint, you give up a fair amount of heat, radiating out through your skin. Your bird buddy has spindly little legs which end in claws, most of which doesn’t even touch the ground. There is very little bird actually on the ground so its feet just don’t get cold.