Originally posted by Brew:

I had expected some kind of warm armor that would let me survive the cold indefinitely

I find that even worse, actually. It's the same problem I have with Starbound, among a number of issues. Entire planets are gated by what's essentially a boolean telling you whether you can go there, and once you get there, it's not terribly different than any other planet. The mountain biome is much the same. According to the developers, they are looking into improving the mountains.