The African plains can be harsh
but you're not going to freeze to death like you would in the sub zero north. Special strategies and technologies had to be developed in order to cope with this deadly and alien environment. The plains of Africa is where we developed and evolved, but the glacial north is were we endured.
Lack of vegetation is another possible cause. About the only food sources in Europe and other parts of Asia at that time were other animals. It doesn't take a lot of brains to catch a berry or a tuber, but trying to catch a caribou, bison or mammoth is another story. The cave drawings in Europe show how much importance these people placed on the hunt.