mmmmm illness is more prevalent in highly populated areas, pathogenic microbes are required to cause any illness, even normal commensals if counts are high enough can cause issues depending on species. A common scenario in medicine is when an excursion on a ship goes towards a remote place like Alaska; on the way down the crew often get sick as they are becoming accustom to each others commensal bacteria/microbes. But once at the final destination there are no new pathogenic microbes to make individuals "sick", its kind of like living in a sterile room, thus once at the destination nobody gets ill unless autoimmune/cardiovascular etc in nature. Unfortunately I do believe there is a large confounding variable with this gentleman anectodal evidence, maybe it has some benifits but the "testing" environment isn't conducive to extrapolate clinical efficacy. Recently I watched vikings and apparently you would see that different tribes spat into a bowel and then would wash their faces and drink out of this spit bowl (very gross), this strange tradition prior to excursions would essentially vaccinate each "sailor" prior to an excursion thus ensuring little to no sickness occurred on the journey leg itself. Very gross but very effective. Anyways that is my two cents
For sure there is not very accurate scientific explanation to prove how does the WIM HOF method and some other natural therapy such as the Viking tradition as you mentioned works, but it really gives the new perspective that how human body works and its limit seems far beyond what we think. As Wim Hoffman mentioned temperature and bacteria might just the energies, we can control these energies by our sense