It's not unexplained.

It's just that most everyone is too damn lazy to find out about it. Including yourself apparently.

The backpack they wear with the suit has water in it. Frozen due to the temperature.

They use an ice sublimator which drops the pressure in the ice container. Causing the ice to turn directly into steam. Steam is ANY water in gaseous form, it does NOT need to be hot.

That is circulated into a layer of the suit, then back out into the ice container where the coldness of space refreezes it.