Tidus's brows furrow, and really, 'I'm cold' is enough of an indication for Tidus that indeed, Taiki is cold. Nevermind that 'I'm alright' there; all he needs to think about is his options (does he have anything else to cover a guy like Taiki is now?), before he gives a quick, "Hold on, lemme ask Piccolo!"

And before Taiki might be able to intervene, out into the cold-

"Piccolo!?"

Tidus has no idea if the guy is nearby or has super hearing.