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This joke plays on a delightful bit of wordplay, a common comedic mechanism where a single word or phrase carries multiple meanings. The humor here hinges on the double entendre of "cooler." In one sense, it refers to temperature, directly contrasting the frigid Arctic home of a polar bear with the comparatively warmer, though still often cold, environments favored by grizzly bears. On the other hand, "cooler" is also a slang term for someone who is more fashionable, impressive, or generally more appealing, often a reason for a romantic breakup.
The real-world context makes this pun shine. Polar bears are incredibly adapted to extreme cold, boasting thick layers of blubber and dense, hollow fur that insulates them against temperatures that can drop to -40 degrees Celsius or lower. Grizzly bears, while certainly hardy and capable of handling cold weather by hibernating in dens, prefer diverse habitats ranging from forests to mountains where temperatures, while varying, don't typically reach the sustained extremes of the Arctic.
So, the joke takes a very human reason for ending a relationship – finding someone more exciting or desirable – and cleverly applies it to the animal kingdom, giving it a literal, temperature-based twist. It's an amusing blend of anthropomorphism and a clever pun, making us imagine a polar bear literally seeking a partner better suited to its icy lifestyle, even if that means they're just "cooler" in the meteorological sense.