We don't know what he was doing there, so let's speculate.

He's naked, so there's a good chance of sex happening. Maybe his lover's partner came home early? That's be awkward. Maybe he's a teenager and his partner's parents came home? SUPER AWKWARD. 

Whatever was going on, he figured he was better off shivering (at least) five stories up than dealing with the situation inside. And I assume based on the poster's Facebook that this happened in Paris. The high the day it went on FB was 60. Brrrr...

(h/t Unilad)