@Azpen
What I mean about the no mention thing is the lack of airconditioned features that should have been noticed, like say the great difference of temperature of the air outside and inside the room; if it was magical then there should be a pentagram for Exador to note, and it that big room, a form of air circulation system like fans, etc.. We are given a long discourse of Exador making careful observation while in that room but failed to note airconditioning elements which should be very noteworthy in the situation. So the assumption that it is not there is good.
I think that the author might not have considred such things when writing the story which result in him putting such delicate instruments like pianos in such environment.
Also of course that would not explain areas like ‘The Ripe Young Maiden’s Surprise’ where a western style swinging doorway would not have keep the cold air in.