All birds and mammals, and perhaps to some degree reptiles, are
equipped with more than behavioral temperature regulation.
The bird standing on one leg in the water is obviously losing
less heat to the water than standing on both legs, i.e. half as much through
one foot as through two feet in the water.
(By the way, the bird's core temperature is 40 -41C)
The countercurrent exchange system exists anatomically and
readily suggests, and it must occur to some degree, conservation of body
heat, but the normally occurring reduction in blood flow to the cooled foot
very likely accounts for much greater heat conservation than the
countercurrent system.
It seems birds also acclimatize to the seasons - not
surprisingly.
I remember, from somewhere, an anecdote from a temperature
regulation physiologist, about a seagull kept indoors and released in the
winter to a flock of gulls standing on ice, and because the physiology had
been prevented from seasonal adjustment, when it landed on the ice its feet
froze to the ice - an anecdote - but one that would support the concept of
seasonal acclimatization.

Bill Kaufman
Woodinville, WA