This isn't saying much. There are glaciers in parts of France and Germany now.
https://en.wikipedia.org/wiki/Skuta_Glacier
Granted it’s not a very big glacier, but it’s there :D
People tend to underestimate how cold it gets in the interior of countries generally seen as the "sunny Mediterranean" - from Croatia, Montenegro, Albania and even Greece.
Also, spotting the typical tourist climbing the Picos de Europa range in sandals is not weird. What's weird if he/she makes it alive... or without frozen fingers or toes.