It’s all a matter of habitual practice or personal taste.
That is, if one is not accustomed to a cold shower, a sudden dash of cold water on one’s naked body may be quite a shock.
The very notion; “to throw cold water”, a hundred and fifty years ago, gave one the jitters, or at least “dampened” one’s ardor.
Thus the deliberate throwing of cold water was taken to be an unfriendly act.
And, in figurative usage, the thrower then became one who discouraged a plan or project or who was cool toward it.