I'm fine even if he doesn't go out of his way to explain what he was doing hugging it naked.
His love for dolls is abnormal. It still snows occasionally, up here in the north. It's cold outside, and it goes without saying how cold a statue would be. Though on the verge of getting frostbite, he was satisfying his desires. It was devotion to a level that no one else could imitate.★
However, it's not abnormal to an extent that I can't understand it. In my past life, I had "used" figurines as well, after all. However, I've never used the Holy Statue (Roxy Figurine) for that. It's something unacceptable after all.
...Speaking of which, I didn't see a Roxy doll in Zanoba's room. Did he perhaps leave it in Shirone?