User blog comment:AWESOME512345/Bewilderbeast Egg/@comment-34740367-20180320134150/@comment-34320391-20180327144004

I was reading through the 'Valka's Mountain' wiki page, and it says that the Sanctuary was made by the Bewilderbeast to shelter dragons.

Also, I believe the egg was left on top of a mountain, which is a pretty cold atmosphere. Valka is also further up north than Hiccup and is already naturally cold.