You PEE to get rid of by-produts. I do not think any of you case to pee or not to pee is valid, cold or not. In peeing in cold weather you actually losing heat. You are not generating heat to keep you bladder warm. All the fluids going into you bladder are at body temp.
Also drinking you urine is bad because you just talking back into you body thing you have attempted to get rid of. It can tax you kidneys and cause renal failure. So Bear is STUPID in this case.
cheers