Hi,
on two recent flights I was in the exit row (by asking nicely at checkin), and both times, it was absolutely freezing!
Both times the door felt like ice to the touch, with condensation dripping down. Friends were in other window seats not at an exit row, and the temperature was very noticeably different. On the second flight, there was freezing air flowing out from under the door. Dont know how this happens in a pressurized cabin, but its my experience.
It's probably still worth it for the extra leg room, but bring a heavy coat or blanket with you..