Cold hands indicate affection, possibly because the emotions affect blood circulation.
cold hands, warm heart
Not showing one's feelings does not signify lack of feeling. For example, Dan rarely sends flowers or anything, but he's a case of cold hands, warm heart. Why a literally cold hand should indicate sympathy or affection is not really clear, but this expression has been so used since about 1900, and the Germans have an identical saying (kalte Hand, warmes Herz).