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.