What's actually more surprising than cold tolerance is that water tolerance; desert-y plants tend to be adapted to be needing periods where their roots are dry for long periods. Let them stand with wet feet and many desert plants get very upset.
I guess the middle east was wetter even in roman times, so perhaps that answers part of that.
To flip the chicken question around a bit, it's perhaps odd that chickens can cope not with the cold but with their native heat so well, what with wearing a full-body, heavy down jacket all the time in their native tropical jungle.
They don't even seem that bothered by it. If you put a heater in the coop they don't make a point of perching near it, for example. They hate the snow like it's lava though.
If you compare, say Inuit, Nordic, and native Siberian populations, to subsequent equatorial populations to higher latitudes, if you could find instances of low interbreeding, I wonder if we'd see certain genetic adaptations missing.