Without going into a whole evolutionary history of these aliens (which I’m not scientifically equipped to do), the aliens of D9, and a number of their close relatives on the tree of evolution, arose first in an expansive swampy and marshy wetlands that once encompassed much of their homeworld, in what we would call a humid sub-tropical climate. As such, Prawns are most comfortable in warm and humid temperatures.
With the advances their species has made, they now occupy many climates of their homeworld (as well as a few off-world colonies), but as they are naturally, with no protection against the elements such as outerwear, they have their limits.
For example, although they are warm-blooded, they don’t do particularly well in the cold. Their thick exo-skeleton provides minimal protection to heat loss over time time, and they have bare, exposed, skin--- and unlike various terrestrial endotherms, they don’t have insulating hear or feathers, nor do they accumulate fat in a layer under their skin for insulation (but rather accumulate it in a specialized organ). Therefor, faster than a human might, they reach the point where their bodies can’t produce head more quickly than they’re losing that heat (hypothermia), and can certainly die in such a way.
Extremely dry climates aren’t their cup of tea, either; for the same reason as our skin produces oil, their produces mucus. Now, this can give their flesh a bit of a shine at times, but it’s not actually notably slimy to the touch in most places, just like human skin isn’t so coated in oil that it leave globs of oil behind when our skin brushes up against something. Think less slug-like, and more frog-like, if you need an approximate comparison. That said, there are areas that are more moist than others, namely, around the throat where they intake air and their face. Naturally, in dryer environments, especially sunny ones, their skin is more prone to drying. This isn’t necessarily a fatal problem, but can cause irritation and problems if the problem isn’t resolved.
Because the climate in and around Johannesburg, and because they’re literally housed in shacks, the prawns stranded on Earth tend to struggle in the winter months there--- where those coldest months are also the driest months. Night time is the worst during that time of year, but when it gets too bad, they light fires, use space heaters if they have them, and group together more for warmth. The rest of the year, they do pretty well.
