The working of Emil's biology are a mystery to all, since he can eat and sleep despite having no organs-- and, beyond that, can survive as only a head, and in some silly short stories of dubious continuity even constructs new bodies for himself out of twigs and sticks.

My best guess is that he's animated by magic, and that, if his body DOES differ from the ambient temperature around him, his warmest area would be his head, and his body parts would warm with use.