When Luke escaped from the Wampa cave, couldn't he use his lightsaber as a heat source? Maybe not directly but by heating up the ground for example. Near the beginning of episode one it is shown lightsabers can melt metal blast doors, leaving them red hot glowing. I can imagine that if you try to stick a lightsaber in the ground it would also heat up a lot.
Basic physics. While sound transmits through vacuum in Lucas Physics, heat transfer appears to work the "normal" way - you can't heat up a random material and have it retain heat indefinitely. It worked very well with a metal door on Trade Federation starship, precisely because metal is an awesome heat conductor.
What Luke had to work with was:
This means you require a heat source which absorbs a LOT of heat energy and very slowly disgorges it into a large-ish (body sized) area
Obviously, heating that with a lightsaber ain't exactly useful. And I suspect melting snow for hot water wouldn't have worked as we know Lightsabers short out in water.
Totally unsuitable as heat absorber. It's very slow to absorb and transmit heat, so you'd need TONS of time to heat a sufficient area of the ground to keep yourself warm. Heating just the small extra 5" area right around where you stuck the lightsaber into the ground won't help.
Organic material (dead bodies of Wampa or Tauntan).
You can't really heat those either - they are mostly water + carbon, so you'd either get evaporated water that's lost, or char which isn't useful for heating yourself long term.
Lightsaber with finite amount of energy in it.
Meaning, it's quite possible and even likely it would have died well before the night was over.
Now, presumably, as one of the commenters noted, Luke could definitely McGuyver things a wee bit better. MAYBE (remember, he did pretty much do a very optimal survial approach, hiding inside a dead Tauntan's body in the first place):
Build a snow Igloo around Tauntan's body, for even better heat isolation/retention
Get a large piece of metal, and extremely heat-resestant rock. Melt the metal using the ligtsaber in the rock, and use that as a heater. And pray that the lightsaber wouldn't exaust its energy cell in under an hour.