Because penguins have fur to keep them warm.
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Penguin
It is to small and can't take the cold.
Actually, not all penguins like cold. There are penguins that live in tropical areas.
yes of course they do if they didn't they could not have all of the stuff that they have.
Penguins typically live in icy, cold biomes such as polar regions or the Antarctic biome. They are adapted to survive in harsh conditions, including cold temperatures and icy environments.