Interesting article and one that will motivate me to take the dog out on those -20C days this winter.
Unfortunately the article's title is very misleading considering that it explicitly states in the body of the article that exercise increases brown fat (or beige fat). What it recommends in the box at the end is to exercise in colder conditions to stimulate production, but the title implies that one simply needs to get cold and can skip activity. I think overall the recommendations are quite in keeping with primal principles.
I did laugh at the suggestion of going for an outdoor swim in cold weather--a clear indication that it's a British news site and not one from here, where outdoor cold weather swimming is better known as "skating".