I don't know what's their reason for not making a fire to survive the cold night? Either they brought some lighter and gathered all the twigs out there to make a fire, or if they wanted to go full survival mode, they could try to learn some firemaking skill beforehand. It will even make the video cooler.
Edit: Ok, so they wanted to understand how they took for granted all the comforts that the modern lifestyle has brought to them, rather than doing a naked survival video.