Personally, Yves didn't see a problem with swimming in the cold, they were archangels after all and they didn't exactly feel the same sensations as humans, they could withstand extreme weather conditions, after all Heaven was a climate that no human form could withstand, that was why only the souls ended up there.
"Allowed? Psh," The archangel let out a snort at that. "I'm pretty sure anything's allowed here, babe. This is our road trip, we all get a say in what we want, this is our chance to just have fun and do what we want. So jog, swim, eat, and camping later? We can make s'mores. Plenty of time for meditation too," he added to placate Eli, giving him a cheeky wink for good measure.
"Oh, are you?" Yves huffed out a laugh, before following him instantly. "Hey, no cheating and using your wings for momentum!" He was laughing as he ran after Azrael, hair flying behind him, already starting to gain on him as he went.