Space has no air for your heat to transfer to. It could take hours for your body to reach the temperatures of space after your death. The main reason you lose heat is because water boils in a vacuum, due to low pressure. It takes a little bit of energy in order to turn from liquid to gas, so the water takes a tiny, tiny bit of heat from you. You'll die from decompression before heat loss. You can actually die of too much heat in space, given the right conditions, due to you producing heat as well. If you're in the presence of a sun, it can be possible.

On the planet, you lose heat rapidly due to not only the freezing cold air sucking the heat out of you, but also wind chill amplifying this. Isaac needs additional swags in order to overcome atmospheric cold.

From the Wikipedia article on wind chill:
"The human body loses heat through convection, evaporation, conduction, and radiation. The rate of heat loss by a surface through convection depends on the wind speed above that surface. As a surface heats the air around it, an insulating boundary layer of warm air forms against the surface. Moving air disrupts the boundary layer, allowing for new, cooler air to replace the warm air against the surface. The faster the wind speed, the more readily the surface cools."

THANK YOU. God damn, that detail really pisses me off.