Why doesn't the man worry more about the cold? What is alarming/absurd about his reaction to the frostbite?

The man believes himself to be invincible; he doesn't consider the things that will hamper his journey, and he is only focused on its completion. He is arrogant in his belief that he is 'smarter' than the elements. The man absurdly scoffs at a loss of an appendage as if it is not needed.