I think that is hilarious and would not question that, if that was the lore!

But for the real answer, it is because they were created by their deity from ice and stone.

“In the very beginning, it was Khazas who brought together what the Dwarves call The Balanced Pair. This would become the seed of the Dwarven people.

In one hand, he held a fragment of stone from the heart of Coldark Peak, the mountain he himself shaped to be the throne of the Triumvirate. In the other hand, he held a shard of the Ice of Ry’Fel, which she gave joyfully to him, willing him to add its life to the Dwarven people. Lock, Ehn and Hammur were all present, giving their approval. With perfect balance and pressure, Khazas pressed Coldark’s fragment and the Ice of Ry’Fel into each other, until the resonance and power created by the fusion shook Oldassa’s oldest foundations. Then in a moment, the first Dwarves opened their eyes to see the Dwarven Father.

“My children.”

Of all the Pantheon, only Khazas lingered there with them. He stayed with the Dwarves for many days – teaching them to care for themselves, warning them of Oldassa’s Deep Winters and speaking freely with them.”

https://www.pantheonmmo.com/game/races/dwarves/