I've never heard of that but that's not to say it couldn't occur. A spinal hit could cause loss of vasomotor control that could lead to an inability to warm up in some circumstances. The symptoms you're describing could also be attributed to plain old hypothermia.
Best regards,
DDM
I have seen some mentions of possible immune system reaction to the aggressions caused by bubbles (is there evidence?), so I think I was trying to understand if these divers feeling cold after the dive could be due to fever caused by a response of the immune system.