Why do you have to work so hard to ski when it's cold out? We've all felt it, especially living here in Saskatchewan where the polar vortex dips down to give us a taste of arctic frigidity every so often. You head out to the trails and it feels like you're skiing on sandpaper. Actually, it's not that far off.
When your ski runs across the snow in ideal conditions it melts a microscopically thin film of water, which is what the ski glides on. If there is too much water (as in melting conditions) you can have problems with suction. If there is too little water, your issue is dry friction.
In cold, dry conditions the film of water isn't thick enough to stop the snow granules from contacting your bases. The friction this creates is what slows your ski down. (Imagine how well a waterslide would work without water.) Fresh snow makes it even worse because all the snow crystals still have sharp points on them.
So there you have it. Cold conditions = increased dry friction = decreased glide. Looking on the positive side however, you get great grip!