I think the point of the parent comment was that simply being in a cold vacuum doesn't make you instantly cold. That still requires a process of heat transfer, which occurs in a fluid via conduction, convection, and radiation.
When immersed in a vacuum the conduction and convection heat transfer paths are sharply reduced, so the question then becomes how fast do you cool off via radiation alone?
I'm not a physicist so I don't know, but it's certainly nowhere near as fast as conduction/convection (in fact I believe heat dissipation was actually problematic for many spacecraft designs).