Neuropathic pain can be strange.

RSD neuropathy can't stand cold. The posters on that forum all do heat.

However, on PN, and for myself, I find cool temps better for me.
This is just a sensory thing. I use icepacks frequently on my back too, and knees when needed. My chiro told me not to do any heat for more than 10minutes or so, or pain would be worse.

When having an EMG however, doctors will do what they want.
I had an EMG in my right arm... no preparation of any kind. After the exam for my hands (carpal tunnel), the doctor just did the EMG right there.
The machine was on her exam desk. I was tested on my worse arm, in 5 places, from the base of the thumb up. I don't recall it being warm or cold that day. I was too focused on my problem, I guess. It didn't really hurt, but then I was a mess anyway and wouldn't have noticed. I was at 80% loss by then.