I think a polar bear that is cold on the north pole would be funny as a visual gag most places if executed well, because it breaks assumptions about polar bears. But for some reason when written down it's harder to make it fit the assumptions of the structure of a written joke in many cultures that seems to expect an action. To make it funny in writing, I think many place you'd need a more complex delivery wrapping creating a story around how you ran into this polar bear and it terrified you, but it turned out it was just cold and looking for some way to stay warm.