Yes, the description of the weather at the beginning of the fourth section of this great short story is rather curious. Yet, if we read it in the context of the rest of this section, we can draw some parallels between Gurov's situation and the weather. The key description to focus on is the way that the temperature is drastically different depending on where you are in the atmosphere:

"You see it is only above freezing close to the ground, the temperature in the upper layers of the atmosphere is quite different."

This presents the theme or concept of duality. Just as on the ground, the temperature can be freezing, yet higher in the atmosphere it can be a lot warmer, so Gurov himself leads a life that is characterised by two different realities. His public life is the frozen, snowcovered city in which he walks with his daughter--marked by marriage to a woman that he does not love and the superficiality of relationships. However, his private life can be compared to the warmth that is not visible but hidden above the snow-covered scene below:

He led a double life--one in public, in the sight of all whom it concerned, full of conventional truth and conventional deception, exactly like the lives of his friends and acquaintances, and another which flowed in secret. And, owing to some strange, possibly quite accidental chain of circumstances, everything that was important, interesting, essential, everything about which he was sincere and never deceived himself, everything that composed the kernel of his life, went on in secret...

Thus this quote shows that the warmer, higher levels of the atmosphere that are hidden from sight find their parallel in the meaningfulness of Gurov's hidden life and relationship. The snow and frozen landscape of what is seen by everybody is paralleled by the sterility, cold and emotionally withdrawn nature of his public life.