Space is cold and yet getting rid of waste heat is a challenge for any spacecraft. The ISS has giant radiators to dissipate heat. It doesn't matter how cold Mars is if it's difficult to transfer the heat away, such as in a very thin atmosphere which has less capability to carry away heat than Earth's atmosphere. There needs to be some kind of medium for the heat to transfer away (aside from radiation), regardless of ambient temperature. It's why a vacuum-walled thermos can keep things warm even in a cold environment. That's what they were asking about.
Heat can be conducted away by contact with another object, probably not what you want if you're using an RTG to power your spacecraft, you don't want your RTG to heat it too much. It can be convected away, which is more difficult in a thin atmosphere like Mars has. Or it can be radiated away by blackbody radiation, which some certainly is, but that is limited and isn't much.
"Using the formulas below shows a human, having roughly 2 square meter in surface area, and a temperature of about 307 K, continuously radiates approximately 1000 watts."
At the temperature that you can keep your electronics at, say 60C, it would be 700W/m2. So, for example a GPU mining ethereum in space (where i think we're ultimately heading toward with the crypto) would need a heat radiator only 3-5 times the size of the GPU.
But the heat still needs to leak into the environment, and a thin atmosphere means little convection, so it's still just radiation - same problem as in a vacuum.
