언제 춥습니까? means "when is/are you/topic cold?". Without a topic the topic is probably the listener. So you can imagine using the location particle might sound like When are you cold in Korea?, which is not what's being asked here.
So using the topic clarifies the it in When is it cold?, so the question is literally then, When is Korea cold?.
In English however, we would usually When is it cold in Korea?.