Not true. In fact, Africa is the place with the highest cold-related excess mortality. This [1] Lancet study estimates that almost 1.2M people die in Africa yearly due to cold, while only 25000 die from heat.

All-in-all 10 times more people die from cold every year (according to the study) than from heat.

[1] https://www.thelancet.com/journals/lanplh/article/PIIS2542-5...