He didn't want to get hippothermia.
Because if they are they'll tell you, and if they aren't you don't want to insult them.
E.T actually learned English and wanted to go home.
Because they are really good at it.
Because they can't spell toboggan (This joke brought to you by a 90 yr old polish man I take care of at a nursing home)
It's hard to find them in the snow.