Since they belong to the same probability distribution, the states are not independently defined. A change that increases the probability of hot MUST decrease the probability of cold, since the probability of all states must sum to 100%.
For example, you can't have a temperature that is 80% hot AND 80% cold. This problem becomes even more apparent as you increase the number of states (lukewarm, warmish, very warm), as each state reduces the probability of another state.
The differences become more profound as you do more complicated set operations, fuzzy relations, fuzzy systems, and such. In fact, there is even fuzzy probability theory, in which you have a probability distribution of different fuzzy sets.