Those people do not just suddenly jump into cold river after years of swimming in hot water exclusively. At least in here, people who engage in that activity start in summer and basically continue until winter. Beginners also tend not to do January swimming first year. They skip the coldest months first year taking cold showers at home instead. The theory is that the body needs time to get used to it.
Also, they do not just jump into water out of nothing, they take little exercise before, try to keep their hair not wet in water etc.
Edit: wiki you linked states the same in the health risks chapter: "Winter swimming can be dangerous to people who are not used to swimming in very cold water."