Why wouldn't a godol snuggle with his wife?
Making a wife feel valued and essential to his wellbeing is a Torah value.
Having her feel attractive and desired is a Torah value.
To the contrary, in this situation she can feel that the gadol is using her only for his benefit of staying warm. A gadol would never risk hurting someone's feelings.
There are other ways to make your wife feel loved and special.
ETA: I think we might be talking about two different scenarios. I'm talking about in a case where the wife knows the only reason is because he's cold.