When they say a parish isn't "warm" do they mean not "welcoming"?

Maybe not.
Fascinating post!

"The Russian workers at the South Pole expect, like every other believer, spiritual support and a Church very devoted to God." With these words  Russian Orthodox priest Sophrony Kirilov describes his task. He's a "special envoy" of the Moscow Patriarch on King George Island, as the British call them, or Isla 25 de Mayo, as the Argentines say. The island belongs to the sub-Antarctic archipelago of the South Shetlands. Here Father Kirilov cares for the southernmost church in the world.

The Russian priest is one of a hundred people who spend even the winter in this latitude, although the temperatures can reach minus 25 degrees centigrade. In the summer the average temperature rises only slightly above the zero-degree mark. The island is 95 kilometers long and at its widest point 25 kilometers wide. Overall, it accounts for an area of ​​1150 square kilometers, in which, after all, 500 people stay there in the summer. The majority lives in the Incorporated in a Chilean settlement Villa Las Estrellas (Star Village). In winter  there are all of  the 50 people. They have the Catholic Chapel of Mary Queen of Peace in the settlement....

"In the world there is no peace and quiet. Here, however, it is still "

...In addition to the Orthodox Church and the Chilean chapel in the King George Island in Antarctica, there is since 1976 a Catholic chapel, which is dedicated to St. Francis of Assisi. It is located at the Argentine research station Esperanza (Hope) on the Antarctic Peninsula.....

Life in Antarctica is not easy, says Father Kirilov. Moscow  is 16.000 kilometers away. That makes itself felt. "Nevertheless, I know that I have the day I leave when another priest replaces me, I will have nostalgia for this terribly inhospitable land." Why it is so?  "Here you can pray to God in peace."

Does reading this shame me when I think of nearly allowing, say, my allergies... or the heat, keep me from Church?

Yes.
Yes it does.