No it is about ambient temperature. Of course climate change would factor into ambient temperature since it is a change of the bell curve that represents the usual day-by-day weather.It raises the average temperature and makes hot extremes more frequent and intense, while cold extremes generally become less frequent, but they may also move to different places, since ocean currents change. Additionally it also changes precipitation and other weather extremes: a warmer atmosphere can contain more water vapour, contributing to more intense heavy rainfalls or snow for example. However, this does not necessarily mean that day-to-day temperature variability increases everywhere; changes in temperature variability depend on the region and season.
Put simply, extreme weather can mean humidity, perception and wind mix. How these three mix will decide whether the weather is survivable or not. I grew up in the alps and the number of people who have died on mountains because they are unaware of how wind mixed into their cold weather survivability even with decent gear is way too high. See also: https://www.noaa.gov/jetstream/synoptic/wind-chill
That means this isn't nearly as simple as saying: (1) climate change means it is getting hotter on average, (2) that study says more people die of cold exposure, ergo (3) this means less people will die.
The main problem woth this chain of thought is that point 1 isn't adequately describing what happens. If you have read any IPCC report know that the number of extreme weather events is increasing. I live in Europe and this year I experienced both the coldest winter and the hottest summer in my lifetime.