I'm not so sure. Cold will kill quicker than heat, but there are far fewer people in colder climates than there are in hot climates. This is a map of the world's population distributed by latitude:
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So while cold may kill people faster, the overwhelming majority of the planet's population is located within the tropical areas of the planet and are therefore more likely to die from heat in larger numbers.
I'm reminded of two occasions, one in 1978 at Twentynine Palms, CA during a training exercise with the Marine Corps. A jeep with four Marines broke down 5 miles from camp, and being Marines they decided to be gung-ho and run the 5 miles back to camp. They made it just over two miles from their broken down jeep where all four were found dead from heat stroke. The other occasion was in 1992, just after I moved Alaska. A family of three had broken down about 20 miles west of Glennallen, AK in December. Instead of staying with their vehicle until help arrived, they decided to walk to the nearest home they past a couple miles behind them. They never made it.
Both excess heat and cold can be fatal, and it is important to know what to do in either situation.