"in a fantasy mystical way that they should" is a GREAT way to describe it.
this whole line of thinking that "i play games to get away from real life" is ridiculous, since, sleeping in a game has absolutely nothing to do with sleeping in real life. i'm tired of that illogical rationale.
you state it perfectly that it makes no sense to be able to do certain things in the CONTEXT OF THE GAME itself. non-nords being able to swim in skyrim is ridiculous unless they've countered the cold in some way.
and, besides, is it so much to ask that people wearing heavy armor not be able to swim? is it so incredulous to ask that non-nords experience consequences with cold weather, despite, the fact that the very game itself offers gameplay options to counter the cold?