If just because they tend to only use it when they feel like. Someone will touch their hand and say "Oh, you're cold" or they'll be invisible to thermal imaging or something... which wouldn't be so bad if so many people weren't so hot to passionately screw them any which where, how or why they've a want to. If it's really a cold dead (undead) body, then it's like kissing a latex covered store mannequin and fucking a vibrator fresh out of the refrigerator.

Generally, I just pretend they have a mystical/demonic imitation heat radiance designed to fool mortals at close quarters, rather than a physical infrared energy output... and that seems to do me okay. Sure, I made the explanation up with no basis in reality or fiction, but it helps me suspend disbelief.

( And don't even get me a'wonderin' how "I don't have a heartbeat" can come from the same person as "Check out my throbbing erection." )