I've never been able to ask them that... :P
In all honesty, this is the best answer I can give you:
Ducks, as well as many other birds, have a counter-current heat exchange system between the arteries and veins in their legs. Warm arterial blood flowing to the feet passes close to cold venous blood returning from the feet. The arterial blood warms up the venous blood, dropping in temperature as it does so.
And that's not my own answer. It's copied directly from google. You can find more information here.
I really appreciate you even researching it for me! :) I should have done that hahaha. I never thought ducks have that "counter-heat exchange system" because I always see them in tropical countries like the PH. And I just feel they always like the heat and swimming in the ponds.
And yeah if you ask them they'll just say "quack quack" and you'd have to guess by their tone :p