They do, and did once flying.

The problem is that those engines are not running while at the gate, they typically only start them after pushing away from the gate.
At the gate, the power for everything including A/C is normally provided by the Auxiliary Power Unit, a much smaller engine in the tail of the plane. I would guess the APU was unserviceable for this flight, which is unfortunate but not uncommon.

Usually an external system is used to provide heating or cooling in a circumstance such as this, and it's possible there were none available since they were not operating somewhere they are based out of.

Really shitty situation tbh.