Well, to cut her some slack, what she does vocally is way beyond what any other popular singer I've ever heard can accomplish and she has said many times she has trouble singing when it's cold. If you're just going to lip sync or use an echo box then the temp doesn't matter, but for her it does. Since she gets criticized whenever she's not up to the very high bar that she herself set, I don't blame her for trying to optimize the conditions.
That's because that's Gina Gershon dressed as her - she's trying to look slutty!