Deliberate cold exposure has been shown to increase levels of dopamine and norepinephrine, which can improve mood, mental acuity, and levels of alertness. It can also create a condition in the brain and body in which we are stressing ourselves, training up resilience, and creating a neurochemical milieu that actually has many health benefits. Cold exposure can be healthy for sperm because it reduces heat, which is one of the major causes of lowered sperm count and overall reduced sperm quality. Movement is an important aspect of deliberate cold exposure because if you stay still, you are actually warmer than if you move around. Breaking up the thermal layer by moving around can provide a more potent stimulus for mental resilience training.
This is not medical advice. Consult your physician before changing protocols.