On a racing yacht at sea there is no "room temperature"!! Ambient temperature inside the hull might be slightly warmer than the sea, but barely. You can't even go into a cabin and close the door, because there are no cabins and doors, there're berths above stowage compartments or in the sail locker.
Once you get cold and wet out there, you aren't going to get warm and dry again until the race is over and you're back on land, which might be days and hundreds of miles away. So we train for that. Similarly in our first aid, the "rules" on moving casualties are different. 'Cos you can't leave them on-deck...
This is correct advice. Warming the person by hugging them inside of a sleeping bag is the best way to help. Now, rubbing them or massaging them is not a good idea because it does circulate the cold blood back to the core.
Don't ever do this. The cold blood in their arms and legs will rush to their heart and kill them. You are supposed to leave them out in room temperature and wrap their core in blankets until the blood near their heart is able to reheat their limbs.