A simple sentence can have many implications, especially with a concept as subjective as 'cold'. There's a big difference between "The room was cold" and 'The room felt cold'.
Many things can make a room cold:
-An older person may feel cold, while younger people feel just fine.
-A person from a colder climate will prefer a lower room temperature.
-Maybe the room had poor quality windows, so there was a draft. Certain parts of the room would be cold while other parts would be just fine.
-If the floor is cold, you will feel cold even if the air is warm.
-If the air is excessively dry, it will feel cold even at what should be a comfortable temperature.
-Maybe it is a storage room, which is supposed to be cold to prevent spoilage to the contents.
-We also sometimes use the word 'cold' to mean unfriendly. Giving someone 'the cold shoulder' is an idiom. Perhaps the people in the room were not very kind, so a stranger entering would not feel welcome. The atmosphere in the room was a 'cold' one.
I'm a little troubled by what Tdol said: "They opened the door to the room, which felt cold to them." It sounds as if they somehow decided that the room was cold before they opened the door and went in.
1. Was the room cold, or was the door cold?
2. Were they already in the room (that's how they knew it was cold) and opened the door to some warmer place to let warm air in?
3. Were they outside the room, and went in, and then they were cold?
The idea that the room felt cold because a murder had been committed there would require some additional context. That room would have to be colder than others in the house for there to be significance to saying "The room was cold".