Because it's cold. There's snow and wind.
11 seconds sound clip from the Breakfast at Tiffany's movie soundboard.
You can hear this line at 00:24:01 in the Blu-ray version of the movie.
Quote context
[...]
- It can't be 4:30. It just can't.
- Sure.
- Okay. Let's don't say another word. Let's just go to sleep.
- Because it's cold. There's snow and wind.
- What is it? What's the matter? Why are you crying?
- If we're going to be friends, let's just get one thing straight right now. I hate snoops.
- I've been trying desperately to reach you.
[...]