Bajie hates summer; he overheats super easily and actually gets a bit panicky when he can’t cool down. Hence him always having his robe/ shirt open and his belly hanging out. If it gets hot enough he will go into a kind of torpor and refuse to move even with Wukong kicking him.
Wukong, though thickly furred, grew up on a tropical island and actually handles the heat just fine. He dislikes cold weather, but hates thick heavy clothing even more (the static! The way his fur mats down and sticks to the wool! The limited mobility!) so he goes around all winter trying to insist he’s fine wearing only his tigerskin skirt and several layers of immortality.
Tripitaka dealt well with cold earlier in the Journey but by year ten or so he’s accumulated a ton of minor injuries/ sprains/ wrenched joints from life on the road and from being tied up for days at a time. Plus he’s into middle age at this point. So his bones and his scars hate him during the winter and he has a lot of trouble getting to sleep on the hard ground.
Sandy and Ao Lie are both pretty adaptable, temperature-wise, but have trouble when they have to travel any place particularly dry. Crossing deserts is particularly fraught for the pilgrims because they have to carry way more water with them than normal travelers, and also Bajie whines without stopping. The entire time.
(Oh also Tripitaka is described as having beautiful pale skin, and so I believe that even after years on the road this delicate snowdrop of a man has to wear a broad hat and veil all summer or risk being crispy-fried.)