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Before the update the Arctic region shelters were just fine with a total heat at +0, which is also the only possibility before unlocking the sleeping bags with 250 explorers. It seems that now the game warns for low temperature at that point. The island in the screenshot has now 231 explorers and it's now full of low temperature warnings, even though the island should just be fine. Yeah, possibly the arctic flu hits more often, but they're not freezing to death, as was before when getting the low temperature warnings. It used to indicate an impending destruction of the shelter, but it isn't any more.
Yes, there would be a possibility to now import tallow from the Old World to increase the heat by +5. Is this actually intended? Again, this would make the lifestyle needs more of a forced kind than just optional bonus. But still the warning seems unnecessary; the shelters aren't going to get destroyed with this amount of heat in any case.