The heliox mixture supplied by the ship/bell is most likely heated/insulated (by the same warm water heating his suit). Once he switches to the emergency reserve, the 2-300 bar gas gets expanded to 10 bar, massively cooling it down. That cylinder was most likely already at 7-10°C (whatever the ambient temp was), so the heliox is probably coming out at just above freezing. Thoughts?
I haven’t dived trimix yet, but I know many in my club have indicated it’s easier to feel cold when diving OC trimix, and recommend it as yet another reason to only dive trimix on CCR.