Whilst the overall risks posed by dehydration are, of course, less prevalent in the cold than when it's stinking hot, they definitely do still exist. You lose a surprising amount of sweat if you go out all bundled up in multiple clothing layers and the drier air can often contribute to losing more fluid through your respiratory tract. As a result, doing whatever you can to make the idea of drinking more appealing is probably a good idea and that includes using hot drinks when you can.