Consider the dolphin for a moment. Dolphins are aquatic mammals. They’re adapted to live in the water in practically every way. They have fins, mouths perfect for catching fish, a thick layer of blubber to insulate them against the cold of the ocean … but just about the only thing they do not have is gills. As such, although the ocean is their habitat—their element, if you will—a dolphin must surface now and then in order to breathe. Thus, one might even say that it’s odd that a dolphin would live in the water, despite the fact that it can’t breathe it.
In much the same way, you have snorunt, which are adapted to be able to control ice and live in arctic temperatures. Yet they’re still warm-blooded, largely furless pokémon with barely any insulation against their surroundings, let alone the ice-type energy they harbor within themselves.
In other words, snorunt make themselves shiver constantly because they’re frequently controlling an element that literally makes them feel cold, and this makes about as much sense as dolphins needing to surface for air because they’re air-breathing animals that for some reason live in the ocean.
The Pokédex According to Bill 