Zoro didn’t often show physical affection when others were around. At the very most he’d let you rest your head on his shoulder while he napped. But when it’s just the two of you alone on the ship in the freezing cold. He has a hard time keeping hands to himself. Maybe it’s something about the snow falling in your hair or the chill in the air making him want to get warm but he wants to hold you close in this kind of weather.