Boxers are prone to arthritis and HD and are just not meant to withstand extremes of temperature. My boxer is showing a real creak now and where I live never even gets that cold. I seriously doubt that your boy lifting and freezing his leg like that is him taking the mickey.
Skye is going to the vet tomorrow to see if there is anything else I can give her to ease her hip. I suggest you do the same with your boy. By the way, if that is him in your av, he is absolutely stunning. I'd love to see more pics.