For those of us born into lowlier, more Spartan conditions, central heating, or indeed heating of any sort, was unknown. It is true that we shuffled by on such ejaculations as "Born in a barn, were you?" and that there was a song along with which we, thermally challenged, used to sing, called "Shut the Door, We're Coming in the Window", which widened the scope of the suffering implicit in it - that there was no escaping unwelcome intrusions from the hostile outside world.
The point about catchphrases, as the Weasel in his wisdom ought to know, is that they do not have to be funny, so much as establish a well-worn understanding between audience and speaker. For those of us shivering in our lodgings, Larry Grayson's phrase carried a wealth of meaning.
w snoat London SW4