This is due to the circulatory system of birds that help maintain temperatures. Each time the bird breathes out, some of this heat is carried outside, leaving the bird feeling cooler. The surface temperature of their toes might be barely above freezing even as the bird maintains its core body temperature above 100°F (38°C). Warm arterial blood flowing down to the feet passes close to cold venous blood returning from the feet. (One exception is the Pitohui — AKA the P-tuh-hooey! Any other direction would ruffle their feathers. Why do the birds face the same direction? Birds also have a countercurrent heat exchange system in their legs and feet—the blood vessels going to and from the feet are very close together, so blood flowing back to the body is warmed by blood flowing to the feet. Birds have an easier time taking off and landing facing the wind. The newly cooled blood in the feet lowers heat loss from the feet, and the warmed blood flowing back into the body prevents the bird from becoming chilled. Feather Fluffing: Birds lift their feathers and hold their wings out so that air can reach their skin and carry away some of their body heat.

So, why don't birds freeze to the bird bath or on a metal perch of a bird feeder.
The feet's temperature in general is about 37 to 39°C. Just try to get familiar with the sensation the temperature of a healthy budgie's feet cause while the bird stands on your hand the next time. The small amount that goes to the feet is likely just enough to keep the feet from freezing. A Even though their feet and legs aren't protected by insulating feathers, birds seldom suffer frostbite in their extremities. Power lines like trees, provide safe, high perches that allow smaller birds to survey the surrounding area for predators. The system cools the blood so the little blood that goes down to the feet is already cold, so the birds don't lose much heat. Why do the birds face the same direction? This cluster is referred to as a "heat exchanger."

For starters, many birds will simply pull their legs and feet close to their centre of mass one at a time, keeping them warm with their feathers and body heat and off the cold ground. Keep in mind how it feels and use this sensation as the reference respectively your bird's personal average. These birds have a counter-current heat exchange system between the arteries and veins in their legs.

Do birds warm their feet on telephone wires?
After Kohl passed, King writes, Harper kept pressing up against Kohl’s still body. Likewise, some birds crouch down and cover both feet with their plumage. Why Birds Feet Don't Freeze. They are able to do this thanks to the close proximity of the veins and arteries in their legs.

Heat from blood flowing towards the legs warms the colder blood coming back from the feet, while the cold blood in the veins cools the warmer fluid in the arteries. Birds have a cluster of veins and arteries that redirects blood flow so as to reduce heat loss.

Eventually, Kohl’s injuries got the best of him and he was euthanized.