"I didn't understand how anyone could freeze with gallons of aviation fuel to burn. What was I missing?"
If the fuel tank was intact, you have to have something to burn it in, and you have to have some way to ignite it. And if the wind is blowing, without some kind of enclosure, you would lose all benefit of the heat, anyway. Unless you set yourself on fire, which is usually counterproductive.
In this glacier case, the plane was reported as intact but not flyable, so I'm sure they're taking shelter inside the plane, and burning something inside may be an iffy situation.
Sue