Why don't I get sick from going out in the cold?

In high school I often woke up late so I didn't have time to dry my hair. So it was January -4 C and every other day I was walking outside to my campus and some of my hair had actually froze. Those years I caught fewer colds.

I also got caught in freezing rain one night (going to a restruant) and it was a 30 minute walk back to shelter. There were 50 MPH winds also and my clothes were saturated with water as the rain wasn't expected. I got so cold I felt dizzy and it took an hour to stop shivering, but I didn't catch a cold. I'm skinny so I feel the cold more. During middle school I'd often wear nothing but a thin polo shirt, even in the winter when it was snowing. In those 4 years I only caught 2 colds.

I have a low white cell count because I'm anemic so if anyone's immune system would be suppressed by weather it should be me.

Wikipedia said a famous painter named Maurycy Gottleib committed suicide by roaming around town at night, in July. It said because of this, he caught a cold and died. I also read in the Daily Mail a man got pneumonia after he walked in the rain for 5 minutes.