Heating stuff up is easier than cooling it down - it could be actually quite an issue on the moon during the 14 days of uninterrupted sunlight. Apollo was actually running of open cycle evaporative water coolers to dump all that heat & cooling was one of the main factors dictating surface mission duration. You are also in vacuum, so you either need that open cycle system or pretty massive radiative cooling.

And then of course you need to also survive 14 days of no sunlight at all. At least here vacuum helps to reduce heat loss. :)