arXiv:2610.31868v1 Announce Type: cross Abstract: Swarms of small robots are an attractive way to survey lunar caves and lava tubes. Missions such as NASA's CADRE will fly cooperating rovers for distributed mapping, but only in daylight. The 354 h lunar night drops the surface towards 95 K, and the radioisotope heaters that let single rovers survive it cannot be supplied at swarm scale. In this study we investigate whether a swarm can instead use its own members as thermal shielding. We train one policy, shared by all twenty robots, by reinforcement learning with an evolution-strategies estimator. The policy receives a single reward, once, at the end of the night: the mean temperature of the five coldest robots. Nothing in that reward refers to position, spacing, exposure or motion. Two behaviors nonetheless emerge. The swarm aggregates, and robots circulate between the sheltered core and the exposed rim, the same pair of behaviors with which emperor penguins survive the Antarctic winter. We measure the survival threshold, the smallest stored energy per robot at which every robot is still alive at sunrise. Across ten runs it is 155.6 +/- 1.3 pcm-h, where one pcm-h is 7.2 kJ of stored heat. That is 37% below a motionless huddle and within 13% of a physics-based lower bound, and at a budget where the motionless huddle loses six robots, every robot survives. The behavior needs no shared spatial reference and no robot-robot contact, and transfers from twenty robots to forty without retraining.