Take a moment to remember that, in most all regards, everything is relative. 45 degrees is just as cold to a man who is used to highs in the 90s, as it is to a man in 10 degree weather who considers the 60s vacation weather.
If you break a bone, this is no way as painful or permanent as losing an appendage, but do we not acknowledge broken limbs or any pain as it occurs?
While pain is an illusion and the degree of said pain is determined by our individual perception of that pain, comparing our suffering to that of our peers is futile. The cold is not going to feel any less cold in your relative experience, even if it’s a hundred degrees cooler on the other side of the world. There will always be a place colder, and darker and much more painful than where you are now, but within our own context, it is OK to be human and acknowledge our relatively minute discomforts, especially if feeling these ways motivates us to do something to change or transmute our suffering.
To say that pain is an illusion is to enforce the ideal that is to not become slave to pain by succumbing to the victim role, but instead, to use pain as a gauge, as a teacher and as a guide. As a point of reference so to speak. Pain is a way of the soul speaking to oneself in an attempt to bring about change. It is OK to sit and observe the suffering, but it is in the way in which we choose to use that emotion or choose our response that will determine our ability to rise above the illusion.