Comment by rcxdude

In this case there are two things that contribute: one is cost of distribution, which means that it does in fact cost something to get the electricity to the cold person, and the second thing is the kind of structures which help insulate consumers from extreme prices: most people pay a fixed rate for electricity despite the variation in the wholesale price, which means that while they may pay some amount while the price is negative, they are also not paying a small fortune when the price goes up massively. This could probably be done better, though, and things are changing which would do make electricity free or negatively priced for some end-users when there's excess in the grid, while still insulating them from extremely high prices (they're still going to be paying something for the insurance, though).