Maybe he just feels cold because you are a mammal who's body is 98.6 and he's a ectothermic reptile that sucks the heat out of your hand. They can be like picking up a metal fork in the utensil drawer. The fork is the same temp as everything else in the room but it feels colder because the metal conducts the heat out of your body so well.
Try using your temp gun on the little guy. I'll bet you'll find that when he feels ice cold, his body is really around 78 or so.