I was at Jake Arrieta's return to Wrigley Field in May a couple of years ago. It was super warm during the day so we all wore shorts and were laughing at the people bringing winter coats into the stadium. It ended up snowing in the 9th inning and we got a lot of weird looks until we explained that we were Canadian and everyone in our section nodded in understanding.
The athletes in the field seemed to have no issues. Seasoned professionals aren't going to be affected by something so irrelevant when they are focused on the game and their blood is pumping.
It's little surprise that the Rays lost. I hope it's cold again tomorrow and they get blown out while worrying more about getting frostbite than playing baseball.