Just because he could physically withstand extremely cold temperatures didn't mean he had to like it. The cold weather seemed to have it out for the red Reploid, and he would often find copious amounts of snow wedging itself in between him and his armor. To make matters worse, while the most important of his circuitry and wiring was well protected, but fragile inner workings of his neck were not. They were not really in harm's way per se, but it was not necessarily the most comfortable thing, and only compounded on his frustration with the frigid environments he had more recently found himself acquainted with. Mentioning it to Ciel would only make her worry more than she already undoubtedly was, so Zero kept it to himself.
When the lumpy and somewhat misshapen package had been unexpectedly thrown into his lap, he was more than slightly surprised. He hadn't received practically anything before, let alone a gift. Ciel's ability to somehow read his mind was welcomed and somehow comforting, albeit somewhat… unnerving to say the least. To be read like an open book when he was so very accustomed to being anything but would take some getting used to. The gift had been exactly what he had needed, and admittedly wanted, but the problem was actually voicing his gratitude. Surprise gifts of his own would have to do the trick, he supposed.
Getting Zero to actually use the gift, however, was where the problem lied. He was reluctant at first, mostly for fear of damaging it, as it was currently his singular and most treasured possession. It had remained in it's original packaging for quite some time, neatly folded and stored in the corner of the empty he had come to refer to as his. The fact that someone had actually taken the time to sit down, for a few hours at the least, and make something especially for him utterly baffled him.
Finally, mostly after some stern talking-tos from a worried Ciel about taking better care of himself, he had given in and donned the scarf before leaving for his next mission. Unsurprisingly, yet another cold one.
This time however, he found himself not so reluctant to brave frozen landscape.