When it comes to the ability to survive natural obstacles such as frigid weather, the difference between a wild and domesticated animal is like night and day.
In the case of fox, their mothers teach them how to hole up and even how to use leaves and other vegetable matter to make a shelter warmer or drier. The kits watch mom and learn.
Ever notice that mammals are larger in Northern latitudes? That's because larger bodies retain heat longer than smaller bodies, so your including bear and deer is ludicrous. No domestic cats and few dogs approach the size of a deer or bear....and yes, frigid weather will usually kill a Chihuahua or Pomeranian long before it kills a Chow or Rottweiller.
So engage your brain and do a mental comparison of that fox that has lived in the woods for its entire life, and the cat sleeping in your bed that you adopted as a tiny kitten from PetSmart.
Their mothers teach them