Study results are mixed, but children left outside to nap, even in the cold, might catch colds less often than their counterparts that nap indoors. The logic is this, if your child is outside and away from other children during their naps, there is less of a chance they will catch a virus from another child. Most parents would worry about their child being cold while sleeping outside in below freezing temperatures, but if dressed correctly, they will be warm and actually might sleep longer. The restriction of movements by cold weather clothing could increase the length of the naps. Cold temperatures allow for swaddling without the child getting too hot. As they say in Sweden, "There is no bad weather, only bad clothing".
We are conditioned here in the US to believe that being in cold weather increases the chance of catching a virus. When as a kid, you ventured outside in the winter months your mother would tell you to wear a hat and gloves so you wouldn't catch a cold. This is just not true. You might be uncomfortable and maybe get frostbite, but you would not be at an increased risk of catching a cold. In the winter, we tend to congregate inside more often and we are in contact with more people for longer. This is why viruses are more prevalent in winter, not because of the temperature outside.
The full article on babies napping in sub zero temperatures can be found here