I have had both extremes in various venues. In one place it was a church hall, heating was on ALL year, at the height of summer. Our teacher wouldn't let us open windows, said it was better training

Another place, a Polish centre, the heating was always bust to it was bloomin freezing and I used to get cramp in my toes the floor was so cold!
I like training in the heat, you warm up faster and I always feel more flexible. However, there's nothing quite like getting out on a freezing cold clear day and doing some training in the park.