Some countries put their babies in the cold to make them more resilient. Less likely to catch a cold. Improved immune system.
Those are pretty far down on the list of reported reasons why they do it...
One-third of the parents (29%) agreed with the statement that it is good for the child to toughen up by sleeping outdoors so that he/she can withstand the cold Finnish climate...
The parents evaluated their child as being more active (66%) after naps taken outdoors compared with naps taken indoors and that the child (88%) clearly enjoyed sleeping outdoors. More than half of the parents (54%) observed that their child ate better after sleeping outdoors. Most parents (94%) felt that sleeping outdoors was healthy because of the fresh air.
https://www.tandfonline.com/doi/epdf/10.3402/ijch.v67i2-3.18284