I know that temperature influences the characteristics of semiconductors and other materials, but we know how and can take that into account. Furthermore, lower temperatures makes electronics more efficient, sometimes even superconducting.
I remember reading somewhere that engineers building Curiosity even considered low temperature electronics for the motors driving the wheels but still decided against it in the end.
Why is it, apparently, so hard to build components with operating temperatures matching those on Mars, Europa, or in space?
Edit: None of the answers address my question thus far. I know that all parts, both electronic and mechanical, and greases and so on have relatively narrow working temperatures. My question is, why don't we build special cold metals and cold greases and cold chips that have their narrow operating temperature band at -100 C or whatever?
Valid answers could be: it's too expensive, insufficient science has been done to determine materials appropriate for such cold, such cold materials cannot be manufactured in the sweltering heat of planet Earth.