The urge "not to turn around" is what gets people in bad situations when they are in the outdoors. I just read a research article about this and how our perception changes, even though we know otherwise. In particular, the cold affects our thinking.
I know Wahine wasn't in any danger and she was in a familiar place, but just a cautionary statement. I get totally freaked out by the possibility of hypothermia or frost bite, which happens very easily to me.
It does sound fun, though.