Space isn't "cold", it's a thermal insulator. Objects in space are still illuminated by sunlight whenever they're not in shadow, which heats them up, and the vacuum makes it difficult for them to get rid of that heat.

That's why (for instance) the JWST has a sunshade that is considerably larger than the telescope itself, just to keep it cooled to 50K -- which is still well above the boiling point of liquid hydrogen. It's also why the ISS has large radiators so that it doesn't get too hot for human habitation.